Listagem FGV EPGE - Escola Brasileira de Economia e Finanças por Título "Three essays on the estimation of asset pricing models"

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    • 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 ...