Work

The Efficiency vs. Pricing Accuracy Trade-Off in GMM Estimation of Multifactor Linear Asset Pricing Models

Year: 2026

Type: article

Source: Journal of Business and Economic Statistics

DOI: 10.1080/07350015.2026.2743244

Authors: Juan Arismendi-Zambrano, Massimo Guidolin, Martin Lozano

Institutions: Alfaisal University, Bocconi University, University of Monterrey

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7221756071

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Cites: 27

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