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SSRN Electronic Journal 2013

Small-Sample Properties of Factor Mimicking Portfolio Estimates

Chen, Zhuo, Connor, Gregory, Korajczyk, Robert A.
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Year:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2380144
File:
PDF, 16.42 MB
english, 2013
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