Work

Testing Conditional Factor Models

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1353358

Authors: Andrew Ang, Dennis Kristensen

Institutions: BlackRock (United States), Aarhus University, Cemmap, University College London

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2113272196

Cites: 76

Cited by: 38

Related to: 10