Explaining the single factor bias of arbitrage pricing models in finite samples
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Publication:1934712
DOI10.1016/j.econlet.2007.06.001zbMath1255.91331MaRDI QIDQ1934712
Publication date: 29 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2007.06.001
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B24: Microeconomic theory (price theory and economic markets)
91B82: Statistical methods; economic indices and measures
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