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Search: subject:"Positive Preference Theory"
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Asset Pricing
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Hedge Portfolios
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Market Risk Fundamentals
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Positive Preference Theory
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Systematic Co-moments
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Lambert, Marie
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Luxembourg School of Finance, Faculté de droit, d'économie et de finance
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Four-Moment Asset Pricing Model: Computation Standards and specification Tests for Moment-Related Risk Premia
Lambert, Marie
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Luxembourg School of Finance, Faculté de droit, …
-
2007
three measures of risk recognized by the
Positive
Preference
Theory
. Our study elaborates on the intuition that the Fama …
Persistent link: https://www.econbiz.de/10005242946
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