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Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market

  • Author
  • Rafaela Dezidério
  • Co-authors
  • Márcio Laurini
  • Abstract
  • Keywords
  • Robust Estimation, Risk Premia, Asset Pricing, Misspecification.
  • Modality
  • Comunicação oral
  • Subject Area
  • ESTE 2023
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Reference

DEZIDéRIO, Rafaela; LAURINI, Márcio. Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market. In: ESTE 2023 - Hotel Torres da Cachoeira, 2023. Available in: <https://doity.com.br/anais/este-2023/trabalho/287308>. Available in: 19/12/2024 at 04:01

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