Measuring the relative return contribution of risk factors

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Measuring the relative return contribution of risk factors

Knif, Johan, Kolari, James W., Koutmos, Gregory, Pynnönen, Seppo
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Language:
english
Journal:
Journal of Asset Management
DOI:
10.1057/s41260-019-00121-9
Date:
May, 2019
File:
PDF, 685 KB
english, 2019
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