Shape factors and cross-sectional risk (Q609842)
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scientific article; zbMATH DE number 5822403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shape factors and cross-sectional risk |
scientific article; zbMATH DE number 5822403 |
Statements
Shape factors and cross-sectional risk (English)
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1 December 2010
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risk measures
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factor analysis
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cross-sectional analysis
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interest rates
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