Connections between entropic and linear projections in asset pricing estimation (Q1858932)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Connections between entropic and linear projections in asset pricing estimation |
scientific article; zbMATH DE number 1869183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Connections between entropic and linear projections in asset pricing estimation |
scientific article; zbMATH DE number 1869183 |
Statements
Connections between entropic and linear projections in asset pricing estimation (English)
0 references
17 February 2003
0 references
entropy
0 references
information
0 references
large deviations
0 references
GMM
0 references
stochastic discount factor
0 references
