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When Factors Do Not Span Their Basis Portfolios:
Grinblatt, Mark
;
Saxena, Konark
Journal of Financial and Quantitative Analysis. 53 (2018) 6 - p. 2335-2354 , 2018
Link:
https://doi.org/10.1017/s0022109018000376
RT Journal T1 <Title>When Factors Do Not Span Their Basis Portfolios</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1017_s0022109018000376&Exemplar=1&LAN=DE A1 Grinblatt, Mark A1 Saxena, Konark PB Cambridge University Press (CUP) YR 2018 SN 0022-1090 SN 1756-6916 JF Journal of Financial and Quantitative Analysis VO 53 IS 6 SP 2335 OP 2354 LK http://dx.doi.org/https://doi.org/10.1017/s0022109018000376 DO https://doi.org/10.1017/s0022109018000376 SF ELIB - SuUB Bremen
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