Tradable aggregate risk factors and the cross-section of stock returns

By Pekkala Tapio and Doskov Nikolay
Working Paper (2016)

  • Ruy Ribeiro

    Pontifical Catholic University of Rio de Janeiro

    Brazil

  • Tapio Pekkala

    Pacific Investment Management Company (PIMCO)

    USA

  • Nikolay Doskov

    Norges Bank Investment Management (NBIM)

    Norway

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December 15, 2016

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December 16, 2016

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