Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance
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下载链接：
https://www.nber.org/papers/w9441
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资源简介：
Three concepts: stochastic discount factors, multi-beta pricing and mean variance efficiency, are at the core of modern empirical asset pricing. This paper reviews these paradigms and the relations among them, concentrating on conditional asset pricing models where lagged variables serve as
提供机构：
美国国家经济研究局
创建时间：
2003-01-01
