Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux
The research identifies a shared risk factor structure across all major corporate securities, which significantly influences individual asset returns.
Featured in No. 34 on 23 Jan 2024 · 2 days after release · 4 citations today
- Released
- 21 Jan 2024
- First featured
- No. 34 · 23 Jan 2024
- Citations (Semantic Scholar)
- 4
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4703281
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).