Filtering returns for unspecified biases in priors when testing asset pricing theory
Year of publication: |
2004
|
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Authors: | Bossaerts, Peter L. |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 71.2004, 1, p. 63-86
|
Subject: | CAPM | Schätztheorie | Estimation theory | Theorie | Theory |
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