The Risk and Return from Factors
收藏NBER1997-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w6098
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资源简介：
The ability to identify which factors best capture systematic return covariation is central to applications of multifactor pricing models. This paper uses a common data set to evaluate the performance of various proposed factors in capturing return comovements. Factors associated with the market,
提供机构：
美国国家经济研究局
创建时间：
1997-07-01
