A note on the relationship between Fama-French risk factors and innovations of ICAPM state variables
Year of publication: |
2007
|
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Authors: | In, Francis Haeuck ; Kim, Sangbae |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 4.2007, 3, p. 165-171
|
Subject: | CAPM |
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