An information-theoretic approach to estimating risk premia

Thesis: S.M. in Management Research, Massachusetts Institute of Technology, Sloan School of Management, 2018. === Cataloged from PDF version of thesis. === Includes bibliographical references (pages 31-35). === Evaluation of linear factor models in asset pricing requires estimation of two unknown qu...

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Bibliographic Details
Main Author: Kazemi, Maziar M
Other Authors: Hui Chen.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2018
Subjects:
Online Access:http://hdl.handle.net/1721.1/118003