Principal Portfolios
收藏NBER2020-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w27388
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资源简介：
We propose a new asset-pricing framework in which all securities signals are used to predict each individual return. While the literature focuses on each securitys own-signal predictability, assuming an equal strength across securities, our framework is flexible and includes cross
提供机构：
美国国家经济研究局
创建时间：
2020-06-01
