Is there a missing factor? A canonical correlation approach to factor models
| Year of publication: |
2018
|
|---|---|
| Authors: | Ahn, Seung C. ; Dieckmann, Stephan ; Perez, M. Fabricio |
| Published in: |
Review of Financial Economics. - Wiley, ISSN 1058-3300, ZDB-ID 2015922-5. - Vol. 36.2018, 4 (24.04.), p. 321-347
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1016/j.rfe.2017.11.002 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012085320