On the empirical identification of risk factors in arbitrage pricing models (Q1387945)
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scientific article; zbMATH DE number 1161025
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| English | On the empirical identification of risk factors in arbitrage pricing models |
scientific article; zbMATH DE number 1161025 |
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On the empirical identification of risk factors in arbitrage pricing models (English)
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8 June 1998
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arbitrage pricing
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portfolio management
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stock returns
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factor models
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multiple cross-sectional regression
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0.7704110145568848
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0.7677986025810242
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0.7521369457244873
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0.7440178990364075
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0.7411180138587952
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