Caio Almeida, René Garcia: Hansen and Jagannathan (1997) compare misspecified asset pricing models based on least-square projections on a family of admissible stochastic discount factors.
Graduate School of EconomicsGetulio Vargas Foundation
EDHEC Business School
|Type :||Working paper|
|Date :||le 02/05/2011|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ firstname.lastname@example.org ]|
|Research Cluster :||Finance|