st: Re: Banquo

[Kit Baum <baum@bc.edu>]

Because the last 20 papers published used those parameters. Like I 
said...

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

On Oct 13, 2004, at 2:33 AM, Stas wrote:


> 1. Looks like there is quite a bit of arbitrary tune up: why 24
> months? why 10 portfolios?
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