FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST?
| Year of publication: |
2013
|
|---|---|
| Authors: | FOCARDI, SERGIO M. ; FABOZZI, FRANK J. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 14289829. - Vol. 16.2013, 4
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