Dear All,
I have recently derived corrections to Arbitrage Pricing Theory due
to virtual arbitrage opportunities. Would somebody be interested to
collaborate in empirical tests? I know how inconclusive are
the emirical results for pure APT. This is why I do not risk
to do it myself. I am looking for somebody with econometric background
how already knows all the catches.
May be you know who might be interested and I will contact him/her
myself?
Thanks. Best regards,
kirill ilinski
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