A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes.
| Autor: | Cooper, Ilan1 (AUTHOR) ilan.cooper@bi.no, Mitrache, Andreea2 (AUTHOR) andreea.mitrache@gmail.com, Priestley, Richard1 (AUTHOR) richard.priestley@bi.no |
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| Zdroj: | Journal of Financial & Quantitative Analysis. Feb2022, Vol. 57 Issue 1, p1-30. 30p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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