Back to Results
First PageMeta Content
Probability theory / Mathematical finance / Algebra of random variables / Covariance / Covariance and correlation / Beta / Fama–MacBeth regression / Variance / Fama–French three-factor model / Statistics / Financial economics / Economics


Document Date: 2012-10-26 08:22:41

Open Document

File Size: 350,24 KB

Share Result on Facebook

Company

A. Efficient Weighting Matrix / /

IndustryTerm

type factor accounting / Internet Appendix http /

Position

corresponding author for the article / /

PublishedMedium

Journal of Finance / /

URL

http /

SocialTag