On the robustness of factor p-values in multi-factor asset pricing models

Additional Metadata
Keywords	asset pricing; robust regression; factor models; statistical significance
Thesis Advisor	Zhelonkin, M
Persistent URL	hdl.handle.net/2105/71193
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	Bronnenberg, T.D. (2024). On the robustness of factor p-values in multi-factor asset pricing models. In Econometrie.http://hdl.handle.net/2105/71193

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