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Robotti, C.
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Robotti, C.
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Too good to be true? Fallacies in evaluating risk factor models
by
Gospodinov, N.
,
Kan, R.
,
Robotti
,
C
.
Published 2019
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Related Subjects
Asset pricing
Goodness of fit
Maximum likelihood
Model misspecification
Rank test
Spurious risk factors
Unidentified models
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