Which Alpha?
收藏NBER2015-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w21698
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资源简介：
A common approach to comparing asset pricing models with traded factors involves a competition between models in pricing test-asset returns. We find that such practice, while seemingly reasonable, cannot be relied on to determine which is the superior model for several widely accepted criteria
提供机构：
美国国家经济研究局
创建时间：
2015-11-01
