Neoclassical Factors
收藏NBER2007-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w13282
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资源简介：
Building on neoclassical reasoning, we propose a new multi-factor model that consists of the market factor and factor mimicking portfolios based on investment and productivity. The neo- classical three-factor model outperforms traditional factor models in explaining the average returns across
提供机构：
美国国家经济研究局
创建时间：
2007-07-01
