Portfolio performance of linear SDF models: an out-of-sample assessment (Q4554506)
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scientific article; zbMATH DE number 6979533
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio performance of linear SDF models: an out-of-sample assessment |
scientific article; zbMATH DE number 6979533 |
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Portfolio performance of linear SDF models: an out-of-sample assessment (English)
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14 November 2018
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linear asset pricing models
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stochastic discount factor
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portfolio selection
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out-of-sample performance
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