Rasmus Lönn

Erasmus University Rotterdam (EUR) - Department of Econometrics

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

1

DOWNLOADS

191

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

Empirical Asset Pricing With Many Assets and Short Time Series

Number of pages: 34 Posted: 28 Nov 2018
Rasmus Lönn and Peter C. Schotman
Erasmus University Rotterdam (EUR) - Department of Econometrics and Maastricht University - Department of Finance
Downloads 191 (201,594)
Citation 4

Abstract:

Loading...

Boosting, Asset Pricing Tests, Hansen-Jagannathan Distance