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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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