Factor Models
Author:
Publisher
John Wiley & Sons, Ltd
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/9780470061602.eqf19003/fullpdf
Reference33 articles.
1. The cross-section of volatility and expected returns;Ang;Journal of Finance,2006
2. High idiosyncratic risk and low returns: international and further U.S. evidence;Ang;Journal of Financial Economics,2009
3. Inferential theory for factor models of large dimension;Bai;Econometrica,2003
4. Determining the number of factors in approximate factor models;Bai;Econometrica,2002
5. Statistical Factor Analysis and Related Methods
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