Semiparametric Estimation of Risk-return Relationships

Juan Carlos Escanciano, Juan Carlos Pardo-FernAndez and Ingrid Van Keilegom

No 2017007, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2017-01-01
Note: In : Journal of Business and Economic Statistics, vol. 35, no. 1, p. 40-52 (2017)
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Related works:
Working Paper: Semiparametric Estimation of Risk-return Relationships (2013)
Working Paper: SEMIPARAMETRIC ESTIMATION OF RISK-RETURN RELATIONSHIPS (2013)
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