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institution:"Rodney L. White Center for Financial Research"
~institution:"Federal Reserve Bank of New York"
~institution:"National Bureau of Economic Research"
~institution:"University of Cambridge / Department of Applied Economics"
~subject:"Arbitrage pricing"
~type_genre:"Working Paper"
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Bayesian estimation of risk-premia in an APT context
Darsinos, Theofanis
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766123
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Improving the estimates of the risk premia : application in the UK financial market
Pitsillis, M.
;
Satchell, Stephen
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593475
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