Multifactor models and their consistency with the ICAPM
| Year of publication: |
2012
|
|---|---|
| Authors: | Maio, Paulo ; Santa-Clara, Pedro |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 106.2012, 3, p. 586-614
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