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pro vyhledávání: '"AMABILE MILLANI REBESCHINI"'
Publikováno v:
Latin American Business Review. 17:139-161
This article tested the Burmeister, Roll, and Ross (1994) version of the Arbitrage Pricing Theory (APT) with Brazilian stock funds from 2002 to 2012 using the market and four macroeconomic risk factors as innovations. The market timing and time horiz