Mislearning of Factor Risk Premia under Structural Breaks: A Misspecified Bayesian Learning Framework

Fuente: arXiv

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Bibliographic Details
Main Author:	Qiu, Yimeng
Format:	Preprint
Published:	2026
Subjects:	Portfolio Management Statistical Finance Trading and Market Microstructure Other Statistics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.21672