【作者(必填)】Joseph Kushner

【文题(必填)】
Two Types of Factors: A Return Decomposition for Factor Portfolios

【年份(必填)】2017

【全文链接或数据库名称(选填)】The Journal of Portfolio Management Summer 2017, 43 (4) 17-32; DOI: https://doi.org/10.3905/jpm.2017.43.4.017http://jpm.iijournals.com/content/43/4/17