Cross-Sectional Test for Missing Factors
The paper argues that traditional multifactor models like CAPM are incomplete, while the ZCAPM model seems to cover all factors and explains CAPM alphas over time.
Featured in No. 16 on 21 Sep 2023 ·
- Released
- 9 Sep 2022
- First featured
- No. 16 · 21 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 41
- Identifier
- SSRN 4577921
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