A Pricing Operator-Based Testing Foundation for a Class of Factor Pricing Models
| Year of publication: |
1994
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| Authors: | Chen, Zhiwu ; Knez, Peter J. |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 4.1994, 2, p. 121-142
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