International factor models
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference62 articles.
1. Best of the best: a comparison of factor models;Ahmed;J. Financ. Quant. Anal.,2019
2. An alternative three-factor model for international markets: evidence from the European monetary union;Ammann;J. Bank. Finance,2012
3. Model comparison with Sharpe ratios;Barillas;J. Financ. Quant. Anal.,2019
4. Which alpha?;Barillas;Rev. Financ. Stud.,2017
5. Comparing asset pricing models;Barillas;J. Finance,2018
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5. How Global is Factor Predictability? Evidence from Nested Factor Momentum;SSRN Electronic Journal;2024
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