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.

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中国科学院数学与系统科学研究院期刊网
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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?

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{{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

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