On the empirical identification of risk factors in arbitrage pricing models
| Year of publication: |
1998
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|---|---|
| Authors: | Hamerle, A. ; Rösch, D. |
| Published in: |
Operations-Research-Spektrum : Zeitschrift der Gesellschaft für Operations Research. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 79364. - Vol. 20.1998, 2, p. 123-134
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