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Equilibrium asset pricing and the cross section of expected returns
Vanden, Joel M.
- In:
Annals of finance
17
(
2021
)
2
,
pp. 153-186
Persistent link: https://www.econbiz.de/10012585513
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A nonparametric approach to measuring the sensitivity of an asset’s return to the market
Severini, Thomas A.
- In:
Annals of finance
12
(
2016
)
2
,
pp. 179-199
Persistent link: https://www.econbiz.de/10011555692
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