Robust inference of risks of large portfolios
Author(s): Fan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Fan, Jianqing | en_US |
| dc.contributor.author | Han, Fang | en_US |
| dc.contributor.author | Liu, Han | en_US |
| dc.contributor.author | Vickers, Byron | en_US |
| dc.date.accessioned | 2018-07-20T15:10:51Z | - |
| dc.date.available | 2018-07-20T15:10:51Z | - |
| dc.date.issued | 2016-10 | en_US |
| dc.identifier.citation | Fan, Jianqing, Han, Fang, Liu, Han, Vickers, Byron. (2016). Robust inference of risks of large portfolios. Journal of Econometrics, 194 (2), 298 - 308. doi:10.1016/j.jeconom.2016.05.008 | en_US |
| dc.identifier.issn | 0304-4076 | en_US |
| dc.identifier.uri | http://arks.princeton.edu/ark:/88435/pr1zt29 | - |
| dc.format.extent | 298 - 308 | en_US |
| dc.relation.ispartof | Journal of Econometrics | en_US |
| dc.title | Robust inference of risks of large portfolios | en_US |
| dc.type | Journal Article | - |
| dc.identifier.doi | doi:10.1016/j.jeconom.2016.05.008 | en_US |
| pu.type.symplectic | http://www.symplectic.co.uk/publications/atom-terms/1.0/journal-article | en_US |
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|---|---|---|---|---|
| Robust inference of risks of large portfolios.pdf | 508 kB | Adobe PDF | View/Download |
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