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Filtering Returns for Unspecified Biases in Priors when Testing Asset Pricing Theory

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Publication:4810824
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DOI10.1111/0034-6527.00276zbMath1070.91021OpenAlexW2102174650MaRDI QIDQ4810824

Peter Bossaerts

Publication date: 16 August 2004

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://resolver.caltech.edu/CaltechAUTHORS:BOSres04


zbMATH Keywords

Bayesian learningprocedures effectively filter


Mathematics Subject Classification ID


Related Items (2)

The peso problem hypothesis and stock market returns ⋮ A statistical procedure for testing financial contagion







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