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

File(s)

Journal of Business & Economic Statistics_26_3_2008.pdf (323.68 KB)

Accepted version

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Author(s)

Balduzzi, P

Robotti, C

Type

Journal Article

Date Issued

2008-07-01

URI

http://hdl.handle.net/10044/1/18163

DOI

http://dx.doi.org/10.1198/073500108000000042

ISSN

0735-0015

Publisher

AMER STATISTICAL ASSOC

Start Page

354

End Page

368

Journal / Book Title

JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Volume

26

Issue

3

Copyright Statement

This is an Accepted Manuscript of an article published by Taylor & Francis Group in Journal of Business & Economic Statistics on 1 September 2008, available online at: http://www.tandfonline.com/10.1198/073500108000000042

License URL

http://www.rioxx.net/licenses/all-rights-reserved

Identifier

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000258237800013&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202

Publication Status

Published