Integrating Factor Models

Si Cheng, Doron Avramov, Lior Metzker, Stefan Voigt

Research output: Contribution to journal › Article › peer-review

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@article{ebba8bcfee264afdbbfcb7ff1064847b,

title = "Integrating Factor Models",

author = "Si Cheng and Doron Avramov and Lior Metzker and Stefan Voigt",

year = "2023",

doi = "10.1111/jofi.13226",

language = "English (US)",

volume = "78",

journal = "Journal of Finance",

issn = "0022-1082",

publisher = "Wiley-Blackwell",

number = "3",

}