Factor models with many assets: strong factors, weak factors, and the two-pass procedure (Q2673198)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor models with many assets: strong factors, weak factors, and the two-pass procedure |
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Factor models with many assets: strong factors, weak factors, and the two-pass procedure (English)
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9 June 2022
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factor models
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risk premium
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two-pass procedure
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strong and weak factors
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dimension asymptotics
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