Testing conditional factor models
| Year of publication: |
2012
|
|---|---|
| Authors: | Ang, Andrew ; Kristensen, Dennis |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 106.2012, 1, p. 132-157
|