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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