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Filtering by: Creator Koci, Eni Publisher Worcester Polytechnic Institute

1. The stochastic discount factor and the generalized method of moments

Keyword:: SDF, GMM, and CAPM
Creator:: Koci, Eni
Advisor:: Roman, Luis J.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-05-31
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences