Explaining the single factor bias of arbitrage pricing models in finite samples (Q1934712)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explaining the single factor bias of arbitrage pricing models in finite samples |
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Explaining the single factor bias of arbitrage pricing models in finite samples (English)
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29 January 2013
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factor analysis
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arbitrage pricing theory
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random matrix theory
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