Browsing FGV EPGE - Teses, Doutorado em Economia by Author "Brandão, Diego Gusmão"

Now showing items 1-1 of 1

    • Three essays on the estimation of asset pricing models 

      Brandão, Diego Gusmão
      2016-09-23
      The thesis consists in three articles about the estimation of asset pricing models. The first paper analyses small sample properties of Generalized Empirical Likelihood estimators for the risk aversion parameter in CRRA ...