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Lawrence Kryzanowski
Information about the author Lawrence Kryzanowski will soon be added to the site.
Found
2 papers
in total
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Systematic risk in a purely random market model: some empirical evidence for individual public utilities
1987
A minimum norm quadratic (MINQU‐) type of OLS estimator is derived. The...
Portfolio performance sensitivity for various asset-pricing kernels
2008
This paper examines the sensitivity of various measures of portfolio performance to...
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