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Positive alphas and a generalized multiple-factor asset pricing model |
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| Authors: | Robert Jarrow Philip Protter |
| Affiliation: | 1. Samuel Curtis Johnson Graduate School of Management, Cornell University, Ithaca, NY, 14853, USA 2. Kamakura Corporation, Honolulu, USA 3. Statistics Department, Columbia University, New York, NY, 10027, USA |
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