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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