Interpreting the factor risk premia in the arbitrage...

Interpreting the factor risk premia in the arbitrage pricing theory

Anat R Admati, Paul Pfleiderer
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Volume:
35
Year:
1985
Language:
english
Pages:
5
DOI:
10.1016/0022-0531(85)90071-7
File:
PDF, 258 KB
english, 1985
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