TY -
GEN
AU - Sarisoy, Cisil
AU - Goeij, Peter de
AU - Werker, Bas J. M.
TI -
Linear factor models and the estimation of expected returns
PB - Netspar, Network for Studies on Pensions, Aging and Retirement
KW - Cross Section of Expected Returns
KW - Risk Premium
KW - Small β's
KW - Omitted Factors
KW - Graue Literatur
PY - [2022]
BT - Netspar academic series ; DP ; 2022, 041 (12)
CY - [Tilburg]
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -