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Multifactor models do not explain deviations from the CAPM

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  • MacKinlay, A. Craig

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  • MacKinlay, A. Craig, 1995. "Multifactor models do not explain deviations from the CAPM," Journal of Financial Economics, Elsevier, vol. 38(1), pages 3-28, May.
    • Handle: RePEc:eee:jfinec:v:38:y:1995:i:1:p:3-28
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