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New Evidence on Conditional Factor Models
Ilan Cooper
, Paulo Maio
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peer-review
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Dive into the research topics of 'New Evidence on Conditional Factor Models'. Together they form a unique fingerprint.
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Business & Economics
Alternative Investments
30%
Anomaly
100%
Asset Pricing
26%
Capital Asset Pricing Model
26%
Conditioning
25%
Cross-section of Stock Returns
35%
Factors
8%
Intangibles
29%
Momentum
47%
Multifactor Model
33%
Performance
29%
Profitability
63%