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Smith, Ronald 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.
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Smith, Ronald 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.