Choosing factors in a multifactor asset pricing model when factors are unobserved

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Choosing factors in a multifactor asset pricing model when factors are unobserved

Johan Parmler

2005

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Title: Choosing factors in a multifactor asset pricing model when factors are unobserved
Creators - without role: Johan Parmler - Stockholm School of Economics, {Historical} Center for Economic Statistics
Identifiers: 991001479408406056
Academic Unit: {Historical} Center for Economic Statistics
Language: English
Resource Type: Other