Panayiota Koulafetis

Duke Energy International

1-11 John Adam Street

The Adelphi

London WC2N 6HT

United Kingdom

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The Fama-Macbeth Methodology Versus the Non-Linear Unrelated Regression and Different Portfolio Formation Criteria

EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 41 Posted: 19 Jun 2002
Panayiota Koulafetis and Mario Levis
Duke Energy International and City University London - Cass Business School
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