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Filtering by: Keyword SDF Publisher Worcester Polytechnic Institute

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