Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors
Author:
Funder
China Postdoctoral Science Foundation
Publisher
Elsevier BV
Subject
Finance
Reference13 articles.
1. Quality minus junk;Asness;Rev. Acc. Stud.,2019
2. Which alpha?;Barillas;Rev. Financ. Stud.,2017
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