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Author:Burmeister, E.
McElroy, M. B.
Title:Joint estimation of factor sensitivities and risk premia for the arbitrage pricing theory.
Journal:Journal of Finance
1988 : JUL, VOL. 43:3, p. 721-735
Index terms:ARBITRAGE PRICING THEORY
MACROECONOMIC MODELS
Language:eng
Abstract:
SCIMA record nr: 62620
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