Birkbeck, University of London logo
BIROn - Birkbeck Institutional Research Online

    Browse by Person

    Up a level
    Export as [feed] Atom [feed] RSS
    Group by: Item Type | Date | Journal or Publication Title | No Grouping
    Jump to: Monograph
    Number of items: 2.

    Monograph

    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.

    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.

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