On the exclusion of assets from tests of the two-parameter...

On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis

Robert F Stambaugh
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Volume:
10
Year:
1982
Language:
english
Pages:
269
DOI:
10.1016/0304-405x(82)90002-2
File:
PDF, 1.91 MB
english, 1982
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