Orthogonalized factors and systematic risk decomposition
| Year of publication: |
2013
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|---|---|
| Authors: | Klein, Rudolf F. ; Chow, Victor K. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 11142170. - Vol. 53.2013, 2, p. 175-187
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