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"Testing the APT with the Maximum Sharpe Ratio of Extracted Factors."

Chu Zhang (2009)

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DOI: 10.1287/MNSC.1090.1004

access: closed

type: Journal Article

metadata version: 2021-04-23

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Chu Zhang:
Testing the APT with the Maximum Sharpe Ratio of Extracted Factors. Manag. Sci. 55(7): 1255-1266 (2009)

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