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~person:"Lettau, Martin"
~subject:"CAPM"
~type_genre:"Hochschulschrift"
~type_genre:"Working Paper"
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Idiosyncratic risk and volatility bounds, or, can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin
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1998
Persistent link: https://www.econbiz.de/10013422421
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