Factor uniqueness in the S&P 500 universe: Can proprietary factors exist?

International Journal of Theoretical and Applied Finance, Volume 16, Issue 04, June 2013.

Author(s):

Sergio M. Focardi

International Journal of Theoretical and Applied Finance, Volume 16, Issue 04, June 2013.
Type: Academic publication
Date: le 01/01/2013
Source : International Journal of Theoretical and Applied Finance

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