Factor Models of Asset Returns and Bear Market Risk

Journal:
Management Science
Published:
Affiliations:
5
Authors:
3
Institutions Authors Share
King's College London (KCL), United Kingdom (UK)
1.000000
0.33
University of Cambridge, United Kingdom (UK)
0.500000
0.17
CEPR - UK, United Kingdom (UK)
0.500000
0.17
University of Pavia (UNIPV), Italy
0.500000
0.17
University of Leicester, United Kingdom (UK)
0.500000
0.17