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Essays on multifactor models for stocks expected returns in European markets: A block-bootstrap validation proposal

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URI: https://hdl.handle.net/10016/33204
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thesis_jose-manuel_cueto_muñoz_2021.pdf (1.11 MB)
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2021-05-10
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2021-07-07
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Asset Pricing, Bootstrap, Common principal component analysis, Cross-sectional regression, Factor models, Time series
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Tesis Doctorales