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CAPM 1 Capital income 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Kapitaleinkommen 1 Portfolio selection 1 Portfolio-Management 1 S&P 500 securities 1 Statistical test 1 Statistischer Test 1 Theorie 1 Theory 1 arbitrage asset pricing 1 testing for alpha 1 weak and spatial error cross-sectional dependence 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Pesaran, M. Hashem 1 Yamagata, Takashi 1
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Journal of financial econometrics 1
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Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem; Yamagata, Takashi - In: Journal of financial econometrics 22 (2024) 2, pp. 407-460
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