Thomas Otto

Kreditanstalt für Wiederaufbau (KFW)

Palmengartenstrasse 5-9

60325 Frankfurt am Main

Germany

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Empirical Asset Pricing: Economic Significance and Economic Model Evaluation

Number of pages: 67 Posted: 02 Apr 2020
Bernhard Nietert and Thomas Otto
University of Marburg - School of Business and Economics - Finance and Banking and Kreditanstalt für Wiederaufbau (KFW)
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Abstract:

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Economic significance, Lagrange duality, Economic model evaluation