Asset Pricing Restrictions on Predictability: Frictions Matter
| Year of publication: |
2012
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|---|---|
| Authors: | de Roon, Frans ; Szymanowska, Marta |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 58.2012, 10 (26.1.), p. 1916-1933
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