3
IRUS Total
Downloads
  Altmetric

Comment on: identification robust testing of risk premia in finite samples

File Description SizeFormat 
nbac012.pdfPublished version178.31 kBAdobe PDFView/Open
Title: Comment on: identification robust testing of risk premia in finite samples
Authors: Zaffaroni, P
Item Type: Journal Article
Issue Date: 1-Apr-2023
Date of Acceptance: 1-May-2022
URI: http://hdl.handle.net/10044/1/97892
DOI: 10.1093/jjfinec/nbac012
ISSN: 1479-8409
Publisher: Oxford University Press
Start Page: 303
End Page: 305
Journal / Book Title: Journal of Financial Econometrics
Volume: 21
Issue: 2
Copyright Statement: © The Author(s) 2022. Published by Oxford University Press. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (https://creativecom- mons.org/licenses/by/4.0/), which permits unrestricted reuse, distribution, and reproduction in any medium, provided the original work is properly cited.
Publication Status: Published
Online Publication Date: 2022-05-19
Appears in Collections:Imperial College Business School



This item is licensed under a Creative Commons License Creative Commons