According to the CAPM and the data in Table 13.1 , what are the predicted values of

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According to the CAPM and the data in Table 13.1 , what are the predicted values of g 0 , g 1 , g 2 , and g 3 in the Fama-MacBeth regressions for the period 1946–1955?

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Investments

ISBN: 9780073530703

9th Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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