How to find the best fit: Fama-French three-factor model with macroeconomic risk factors added.

Additional Metadata
Keywords	Principal Component Analysis; cross-sectional returns; pricing errors; Fama-French model; macroeconomic factors;
Thesis Advisor	Freire, G
Persistent URL	hdl.handle.net/2105/63303
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Ven, R.J.A. van de. (2022). How to find the best fit: Fama-French three-factor model with macroeconomic risk factors added. In Econometrie.http://hdl.handle.net/2105/63303

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