Factor models for asset returns based on transformed factors

Factor models for asset returns based on transformed factors

10.1016/j.jeconom.2018.09.001

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Bibliographic Details
Main Authors: Li, J, Zhang, W, Kong, E
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: Elsevier BV 2019
Subjects:
stat.ME
Online Access:https://scholarbank.nus.edu.sg/handle/10635/155064
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Institution: National University of Singapore
Description
Summary:10.1016/j.jeconom.2018.09.001

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