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    Jump to: 21 March 2021 | October 2021
    Number of items: 2.

    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.

    This list was generated on Sun Jun 29 03:28:30 2025 BST.