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DP13049	Factors that Fit the Time Series and Cross-Section of Stock Returns Author(s): Martin Lettau and Markus Pelger Published: July 2018
DP12926	Estimating Latent Asset-Pricing Factors Author(s): Martin Lettau and Markus Pelger Published: May 2018
DP7772	The Forward Premium Puzzle and Latent Factors Day by Day Author(s): Kerstin Bernoth, Casper G de Vries and Jürgen von Hagen Published: April 2010

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