Notes on dynamic factor pricing models
By: Bruce N. Lehmann.
Contributors: National Bureau of Economic Research.
Series: NBER working papers series -- working paper no. 3677; Working paper series (National Bureau of Economic Research) -- working paper no. 3677.
Publisher: National Bureau of Economic Research
Published: 1991
Place of publication: Cambridge, MA
Language: eng
Number of pages: 19
Subjects: Arbitrage -- Mathematical models.; Securities -- Mathematical models.; Rate of return -- Mathematical models.; Portfolio management.
Notes: "April 1991."

Includes bibliographical references (p. 18-19).

Binghamton University Libraries' copy bound with: R&D and productivity : a survey of econometric studies at the firm level.