Tests of risk premia in linear factor models (Q302111): Difference between revisions
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Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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Property / Mathematics Subject Classification ID: 62J05 / rank | |||
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Property / zbMATH DE Number: 6600667 / rank | |||
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small \(\beta\)'s | |||
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size distortion of test statistics | |||
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consumption capital asset pricing model | |||
Property / zbMATH Keywords: consumption capital asset pricing model / rank | |||
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Revision as of 23:09, 27 June 2023
scientific article
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English | Tests of risk premia in linear factor models |
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Tests of risk premia in linear factor models (English)
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4 July 2016
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small \(\beta\)'s
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size distortion of test statistics
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consumption capital asset pricing model
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