Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux
收藏数据链接：
官方服务：
资源简介：
We identify a strong common risk factor structure that is pervasive across corporate securities: stocks, corporate bonds, and options. The common factors are closely linked to observable factors and key economic indicators. These factors explain much of the variation in individual asset returns,
提供机构：
美国国家经济研究局创建时间：
2026-08-01
