Linear Factor Models and the Estimation of Expected Returns.

Autor:	Sarisoy, Cisil1, de Goeij, Peter2, Werker, Bas J. M.2
Zdroj:	Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series. Mar2024, p1-53. 53p.
Databáze:	Business Source Ultimate
Externí odkaz:	Zobrazit plný text záznamu