Enhanced Global Asset Pricing Factors.
- Resource Type
- Article
- Authors
- Zimmermann, Lukas
- Source
- Journal of Financial & Quantitative Analysis; Sep2023, Vol. 58 Issue 6, p2692-2731, 40p
- Subject
- ASSETS (Accounting)
PRICING
SHARPE ratio
MARKET volatility
RATE of return on stocks
TIME series analysis
- Language
- ISSN
- 00221090
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