J. Karaceski

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The Risk and Return from Factors

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The Risk and Return from Factors

NBER Working Paper No. w6098
Number of pages: 43 Posted: 10 Feb 1998 Last Revised: 01 Sep 2022
Louis K.C. Chan, J. Karaceski and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance, affiliation not provided to SSRN and University of Illinois at Urbana-Champaign
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