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GMM
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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
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Masters Theses
1
Year
2006
1
Creator
Koci, Eni
1
Advisor
Roman, Luis J.
1
Contributor
Roman, Luis J.
1
Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Thesis
1
