Linear beta pricing with inefficient benchmarks in a given...

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Linear beta pricing with inefficient benchmarks in a given factor structure

Diacogiannis, George, Ioannidis, Christos
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Language:
english
Journal:
The European Journal of Finance
DOI:
10.1080/1351847x.2019.1639207
Date:
July, 2019
File:
PDF, 1.62 MB
english, 2019
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