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The Alpha Factor Asset Pricing Model: A Parable

Wayne E. Ferson, Sergei Sarkissian, Timothy T. Simin
Year1998
VenueSSRN Electronic Journal
Typearticle
Citations127
DOI10.2139/ssrn.749005
OpenAlexW2109255069

Topics

Financial Markets and Investment StrategiesCapital asset pricing modelFactor (programming language)Financial economicsBusinessEconomics