Bayesian Analysis of Linear Factor Models with Latent Factors, Multivariate Stochastic Volatility, and APT Pricing Restrictions
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Subject Guide FNCE30007 2022 - FNCE 30007 Derivative Securities SUBJECT GUIDE Semester 1, 2022 - Studocu
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Federico NARDARI | Professor (Full) | University of Melbourne, Melbourne | MSD | Department of Finance | Research profile
Do Model and Benchmark Specification Error Affect Inference in Measuring Mutual Fund Performance?* Jeffrey L. Coles Department
Sample selection bias, return moments, and the performance of optimal versus naive diversification (Job Market Paper)
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