SStudyAcademic Library

Dashboard Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Foundations of Factor Investing · Study

PreprintShelves

PreprintFoundations of Factor Investing

Jennifer Bender2015

OA

Preprintgreen2015

Foundations of Factor Investing

Jennifer Bender · Remy Briand · Dimitris Melas · Raman Aylur Subramanian

74 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 74 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2002Illiquidity and stock returns: cross-section and time-series effects 1976The arbitrage theory of capital asset pricing 1981The relationship between return and market value of common stocks

Cited by

2019Doing well while doing good: The case of Islamic and sustainability equity investing

Details

Year2015

Typepreprint

Published2015-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations74

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.2543990

openalex_workW1782452279

Links

Imported from OpenAlex (CC0) — nothing here is generated.