Author:
Vu Thanh,Chi Yeguang,El-Jahel Lina
Reference48 articles.
1. Using Stocks or Portfolios in Tests of Factor Models;A Ang;Journal of Financial and Quantitative Analysis,2020
2. Understanding the Sources of Risk Underlying the Cross Section of Commodity Returns;G Bakshi;Management Science,2019
3. Which Alpha?;F Barillas;The Review of Financial Studies,2017
4. Comparing Asset Pricing Models;F Barillas;The Journal of Finance,2018