search query: @indexterm arbitrage pricing theory / total: 66
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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: |
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