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A multibeta representation theorem for linear asset pricing theories

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  • Nawalkha, Sanjay K.

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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 46 (1997)
Issue (Month): 3 (December)
Pages: 357-381

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Handle: RePEc:eee:jfinec:v:46:y:1997:i:3:p:357-381
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576

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  18. Epstein, Larry G & Zin, Stanley E, 1991. "Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis," Journal of Political Economy, University of Chicago Press, vol. 99(2), pages 263-286, April.
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  23. Zhou, Guofu, 1994. "Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums," Review of Financial Studies, Society for Financial Studies, vol. 7(4), pages 687-709.
  24. Long, John Jr., 1974. "Stock prices, inflation, and the term structure of interest rates," Journal of Financial Economics, Elsevier, vol. 1(2), pages 131-170, July.
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  26. Shanken, Jay, 1987. "Multivariate proxies and asset pricing relations : Living with the Roll critique," Journal of Financial Economics, Elsevier, vol. 18(1), pages 91-110, March.
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