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~isPartOf:"Discussion paper / LSE Financial Markets Group"
~subject:"CAPM"
~subject:"Children"
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Discussion paper / LSE Financial Markets Group
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Tracking biased weights: asset pricing implications of value-weighted indexing
Jiang, Hao
;
Vayanos, Dimitri
;
Lu, Zheng
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2020
Persistent link: https://www.econbiz.de/10012487379
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2
Why don't most mutual funds short sell?
An, Li
;
Huang, Shiyang
;
Lou, Dong
;
Shi, Jiahong
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2021
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This draft: June 2021
Persistent link: https://www.econbiz.de/10012610916
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3
Performance measurement and evaluation
Lehmann, Bruce Neal
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003616345
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4
Investor protection and asset prices
Başak, Suleyman
;
Chabakauri, Georgy
;
Yavuz, Mehmet Deniz
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2018
Persistent link: https://www.econbiz.de/10012205604
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Sentiment and speculation in a market with heterogeneous beliefs
Martin, Ian
;
Papadimitriou, Dimitris
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2019
Persistent link: https://www.econbiz.de/10012205657
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6
Asset pricing with index investing
Chabakauri, Georgy
;
Ryčkov, Oleg
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2020
Persistent link: https://www.econbiz.de/10012487343
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7
Consumption in asset returns
Bryzgalova, Svetlana
;
Julliard, Christian
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2020
Persistent link: https://www.econbiz.de/10012205744
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8
Asset pricing with heterogeneous investors and portfolio constraints
Chabakauri, Georgy
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2012
Persistent link: https://www.econbiz.de/10009619941
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9
An estimation of economic models with recursive preferences
Chen, Xiaohong
(
contributor
);
Favilukis, Jack
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003616319
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10
Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory
(
contributor
);
Hagmann, Matthias
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003576859
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