Zobrazeno 1 - 10
of 143
pro vyhledávání: '"SVETLANA BRYZGALOVA"'
We propose a novel framework for analyzing linear asset pricing models: simple, robust, and applicable to high-dimensional problems. For a (potentially misspecified) stand-alone model, it provides reliable price of risk estimates for both tradable an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::04317edb414bfccf189cf3898b60b58b
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9cd65686b7acf16ccb1abcfc134790df
https://doi.org/10.2139/ssrn.4344837
https://doi.org/10.2139/ssrn.4344837
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fc58b4e84f5588a914a0edea274cd4fb
https://doi.org/10.2139/ssrn.4384755
https://doi.org/10.2139/ssrn.4384755
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e8e95d151b24684fe7e01dea92bb00b0
https://doi.org/10.2139/ssrn.4065019
https://doi.org/10.2139/ssrn.4065019
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d3ac7c9245274b529abc20485ffdb764
https://doi.org/10.2139/ssrn.4295297
https://doi.org/10.2139/ssrn.4295297
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8fb3977b153ba4afe6625a69b938a336
https://doi.org/10.2139/ssrn.4106794
https://doi.org/10.2139/ssrn.4106794
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b6de9a84bad2ef2825ce521fabdc1b9
https://doi.org/10.2139/ssrn.4261249
https://doi.org/10.2139/ssrn.4261249
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fee2655958b2e136749f3ce3f67866e2
https://doi.org/10.2139/ssrn.3783070
https://doi.org/10.2139/ssrn.3783070
Publikováno v:
SSRN Electronic Journal.
We propose a novel framework for analyzing linear asset pricing models: simple, robust, and applicable to high dimensional problems. For a (potentially misspecified) standalone model, it provides reliable risk premia estimates of both tradable and no
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::61f58594ec7cab95a9244d72d44e93cc
https://doi.org/10.2139/ssrn.3481736
https://doi.org/10.2139/ssrn.3481736