articleJournal of Financial EconomicsMay 7, 2019Closed access

Characteristics are covariances: A unified model of risk and return

BTBryan T. KellySPSeth PruittYSYinan Su

Whitney Museum of American Art · Yale University

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772
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FWCI
151.20
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100%
References
42
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Authors

3

Topics & keywords

Topics
Keywords
  • Unobservable
  • Econometrics
  • Principal component analysis
  • Factor analysis
  • Anomaly (physics)
  • Stock (firearms)
  • Observable
  • Mathematics
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