A protocol for factor identification
Year of publication: |
2019
|
---|---|
Authors: | Pukthuanthong, Kuntara ; Roll, Richard ; Subrahmanyam, Avanidhar |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 32.2019, 4, p. 1573-1607
|
Subject: | Risiko | Risk | Faktorenanalyse | Factor analysis | Simulation | USA | United States | 1965-2014 |
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