Notes on dynamic factor pricing models
Year of publication: |
1992
|
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Authors: | Lehmann, Bruce Neal |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 2.1992, 1, p. 69-87
|
Subject: | CAPM | Theorie | Theory |
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