Testing for contagion in US industry portfolios : a four-factor pricing approach
Year of publication: |
2013
|
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Authors: | Milunovich, George ; Tan, Antony |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 1/3, p. 15-26
|
Subject: | Theorie | Theory | Schätzung | Estimation | Portfolio-Management | Portfolio selection | CAPM |
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