Asset pricing implications of benchmarking: A two-factor CAPM
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Keywords
Asset pricing; benchmark portfolio; relative performance;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- J33 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Compensation Packages; Payment Methods
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