Tests of risk premia in linear factor models (Q302111)
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scientific article; zbMATH DE number 6600667
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests of risk premia in linear factor models |
scientific article; zbMATH DE number 6600667 |
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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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