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Equilibrium asset pricing and the cross section of expected returns |
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| Authors: | Vanden Joel M |
| Institution: | 1.Smeal College of Business, Pennsylvania State University, University Park, PA, 16802, USA ; |
| Abstract: | Annals of Finance - In a mean-variance framework with a representative agent, any linear model for the cross section of expected returns can be supported as an equilibrium as long as the market... |
| Keywords: | |
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