Is there a missing factor? A canonical correlation approach to factor models
Year of publication: |
2018
|
---|---|
Authors: | Ahn, Seung C. ; Dieckmann, Stephan ; Perez, M. Fabricio |
Published in: |
Review of Financial Economics. - Wiley, ISSN 1058-3300, ZDB-ID 2015922-5. - Vol. 36.2018, 4 (24.04.), p. 321-347
|
Publisher: |
Wiley |
Saved in:
Online Resource
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