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We propose a factor model based on transformed factors,and develop an estimation procedure for the proposed models.
Factor Models for Asset Returns Based on Transformed Factors
【摘 要】
：
We propose a factor model based on transformed factors,and develop an estimation procedure for the proposed models.
【机 构】
：
The University of York,UK
【出 处】
：
上海交通大学
【发表日期】
：
2016年4期
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