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About this Economics, Econometrics and Finance article
Cross-sectional Tests of Asset Pricing Models with Full-rank Mimicking Portfolios by Kim, Jinyong (author);Kim, Kun Ho (author);Lee, Jeong Hwan (author) is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Kim, Jinyong (author);Kim, Kun Ho (author);Lee, Jeong Hwan (author)
- Publisher
- Elsevier BV
- Published
- 2021
- Field
- Economics, Econometrics and Finance (Social Sciences)
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