Investing in Systematic Factor Premiums-Reference-Cited by-同舟云学术

Investing in Systematic Factor Premiums

Published:2016-02-29 Issue:2 Volume:22 Page:193-234
ISSN:1354-7798
Container-title:European Financial Management
language:en
Short-container-title:Eur Financial Management

Author:

Koedijk Kees G.¹,Slager Alfred M.H.²,Stork Philip A.³

Affiliation:

1. TIAS School for Business and Society; Tilburg University P.O. Box 90153; 5000 LE Tilburg The Netherlands; and CEPR

2. TIAS School for Business and Society; PO Box 90153 5000 LE Tilburg The Netherlands

3. VU University Amsterdam Faculty of Economics and Business Administration; De Boelelaan 1105 1081 HV Amsterdam The Netherlands; and Tinbergen Institute Amsterdam

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/eufm.12081/fullpdf

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