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Author:Shukla, R.
Trzcinka, C.
Title:Sequential tests of the arbitrage pricing theory : a comparison of principal components and maximum likelihood factors
Journal:Journal of Finance
1990 : DEC, VOL. 45:5, pp. 1541-1564
Index terms:ARBITRAGE PRICING THEORY
Language:eng
Abstract:
SCIMA record nr: 90185
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