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An economic evaluation of linear SDF models: An out-of-sample assessment

  • Bocconi University
    ,
  • Universidad de Chile
    ,
  • University of Manchester
Student Thesis:
Student thesis
Doctoral Thesis

Thesis Information

Thesis Award Date

01/01/2012

Qualification Level

Doctoral Thesis

Original Language

English

Supervisors

Martín Carlos Lozano Banda (Supervisor)
Massimo Guidolin (Supervisor)

Awarding Institution

  • University of Manchester