Reassessing the evidence on factor and portfolio premia (Q6636978)
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scientific article; zbMATH DE number 7942887
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reassessing the evidence on factor and portfolio premia |
scientific article; zbMATH DE number 7942887 |
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Reassessing the evidence on factor and portfolio premia (English)
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12 November 2024
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log-returns
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factor
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Fama-French
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premium
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growth rate
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subsampling
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