Robust inference of risks of large portfolios
Author(s): Fan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron
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http://arks.princeton.edu/ark:/88435/pr1zt29| Publication Date: | Oct-2016 |
| 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 |
| DOI: | doi:10.1016/j.jeconom.2016.05.008 |
| ISSN: | 0304-4076 |
| Pages: | 298 - 308 |
| Type of Material: | Journal Article |
| Journal/Proceeding Title: | Journal of Econometrics |
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