Q-factors and Investment CAPM
收藏NBER2019-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w26538
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资源简介：
The q-factor model shows strong explanatory power and largely summarizes the cross section of average stock returns. In particular, the q-factor model fully subsumes the Fama-French (2018) 6-factor model in head-to-head factor spanning tests. The q-factor model is an empirical implementation of the
提供机构：
美国国家经济研究局
创建时间：
2019-12-01
