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Research Details
Equilibrium Analysis of Asset Prices: Lessons from CIR and APT, Journal of Portfolio Management
Type
Article
Author(s)
Dimitris Papanikolaou, Leonid Kogan
Date Published
2020
Citations
Papanikolaou, Dimitris, and Leonid Kogan. 2020. Equilibrium Analysis of Asset Prices: Lessons from CIR and APT. Journal of Portfolio Management.
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