What difference do new factor models make in portfolio allocation?
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Published:2024-02
Issue:
Volume:140
Page:102997
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ISSN:0261-5606
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Container-title:Journal of International Money and Finance
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language:en
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Short-container-title:Journal of International Money and Finance
Author:
Fabozzi Frank J.,Huang Dashan,Jiang Fuwei,Wang Jiexun
Funder
National Natural Science Foundation of China
National Office for Philosophy and Social Sciences
Subject
Economics and Econometrics,Finance
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