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Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests? 不可观察异质性对基于投资组合的资产定价检验是否重要?
Portolio Management 1 Pub Date : 2020-03-24 DOI: 10.2139/ssrn.3190310
Markus Schmid, Daniel Hoechle, H. Zimmermann
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引用次数: 6
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