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21 March 2021
Smith, Ron P. and Pesaran, M. Hashem (2021) Factor strengths, pricing errors, and estimation of risk premia. Working Paper. Munich Society for the Promotion of Economic Research - CESifo, Munich, Germany.
October 2021
Smith, Ron P. and Pesaran, M. Hashem (2021) Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios. Working Paper. Munich Society for the Promotion of Economic Research - CESifo, Munich, Germany.
