Can An ”Estimation Factor” Help Explain Cross-Sectional Returns?
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Cited by:
- David Feldman, 2007. "Incomplete information equilibria: Separation theorems and other myths," Annals of Operations Research, Springer, vol. 151(1), pages 119-149, April.
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More about this item
Keywords
learning; incomplete information; equilibrium; factor pricing models;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2005-02-27 (Corporate Finance)
- NEP-FIN-2005-02-27 (Finance)
- NEP-RMG-2005-02-27 (Risk Management)
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