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The 3-CAPM: Theoretical Foundations and a Comparison of Asset Pricing Models in an Unified Framework

Bertrand Maillet and Emmanuel Jurczenko
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Emmanuel Jurczenko: ESCP-EAP - ESCP-EAP - Ecole Supérieure de Commerce de Paris

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL

Date: 2002
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Published in Developments in Forecast Combination and Portfolio Choice, Wiley, pp.239-273, 2002

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