Multifactor Models and Their Consistency with the APT

Paulo Fraga Martins Maio, Ilan Cooper, Dennis Philip, Liang Ma

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Peer-reviewed scientific journalReview of Asset Pricing Studies
ISSN2045-9920
Publication statusAccepted/In press - 10.2020
MoE publication typeA1 Journal article - refereed

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