Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jofi.13197
Reference135 articles.
1. Allena Rohit 2019 Comparing asset pricing models with traded and non‐traded factors Working paper University of Houston.
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5. Quality minus junk
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