"Relative Entropy and Minimum-Variance Pricing Kernel in Asset Pricing ..."

Javier Rojo-Suárez, Ana B. Alonso-Conde (2020)

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DOI: 10.3390/E22070721

access: open

type: Journal Article

metadata version: 2021-10-14

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  - https://dblp.org/rec/journals/entropy/Rojo-SuarezA20
Javier Rojo-Suárez, Ana B. Alonso-Conde:
Relative Entropy and Minimum-Variance Pricing Kernel in Asset Pricing Model Evaluation. Entropy 22(7): 721 (2020)

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