Mimicking portfolios, economic risk premia, and tests of multi-beta models

Journal of Business and Economic Statistics

Volumn 26, Issue 3, 2008, Pages 354-368

  Balduzzi, Pierluigi ^a   Robotti, Cesare ^b  

^a BOSTON COLLEGE   (United States)

^b FEDERAL RESERVE BANK OF ATLANTA   (United States)

Author keywords

Economic risk premia; Linear factor models; Mimicking portfolios

Indexed keywords

EID: 50949106779     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500108000000042     Document Type: Article

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