Are the Fama-French and macroeconomic factors good proxies for latent risk factors?

LIN Jian-hao, HU Yi, MA Jian, CAI Ling-feng

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (s1) : 83-91.

PDF(798 KB)
中国科学院数学与系统科学研究院期刊网
PDF(798 KB)
Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (s1) : 83-91. DOI: 10.12011/1000-6788(2014)s1-83

Are the Fama-French and macroeconomic factors good proxies for latent risk factors?

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2014, 34(s1): 83-91 https://doi.org/10.12011/1000-6788(2014)s1-83

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(798 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉