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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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2018
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| Online Access: | http://hdl.handle.net/1721.1/118003 |