Open AccessUsing Individual Stocks or Portfolios in Tests of Factor Models
Author(s) -
Andrew Ang,
Jun Liu,
Krista Schwarz
Publication year - 2008
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1106463
Subject(s) - econometrics , factor (programming language) , factor analysis , economics , statistics , actuarial science , environmental science , mathematics , computer science , programming language
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