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Estimation theory / Mathematical finance / Statistical inference / M-estimators / Capital asset pricing model / Beta / Fama–French three-factor model / Estimator / Maximum likelihood / Statistics / Financial economics / Economics


Using Stocks or Portfolios in Tests of Factor Models∗ Andrew Ang† Columbia University and NBER Jun Liu‡ CKGSB, SWUFE, and UCSD
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Document Date: 2012-05-28 17:49:11

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