Work

Cross-Sectional Regression Equity Multi-Factor Models: Implementation Pitfalls

Year: 2016

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3406127

Author: Raul Leote de Carvalho

Institution: BNP Paribas (France)

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3170897074

Cites:

Cited by: 2

Related to: 10