Factor models with many assets: Strong factors, weak factors, and the two-pass procedure

书目详细资料
Main Authors:	Anatolyev, Stanislav, Mikusheva, Anna
其他作者:	Massachusetts Institute of Technology. Department of Economics
格式:	文件
语言:	English
出版:	Elsevier BV 2022
在线阅读:	https://hdl.handle.net/1721.1/145190

因特网

https://hdl.handle.net/1721.1/145190