A Test for the Number of Factors in an Approximate Factor...

The Journal of Finance 1993 / 09 Vol. 48; Iss. 4

A Test for the Number of Factors in an Approximate Factor Model

Gregory Connor and Robert A. Korajczyk
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Volume:
48
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/2329038
Date:
September, 1993
File:
PDF, 3.17 MB
english, 1993
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