Four-Moment Asset Pricing Model: Computation Standards and specification Tests for Moment-Related Risk Premia
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KeywordsAsset Pricing; Hedge Portfolios; Market Risk Fundamentals; Positive Preference Theory; Systematic Co-moments.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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