A note on the relationship between Fama-French risk factors and innovations of ICAPM state variables

Francis Haeuck In, Sangbae Kim

Research output: Contribution to journal › Article › Research › peer-review

Cite this

@article{49f6a24c148a41b4941cce17afb19a8a,

title = "A note on the relationship between Fama-French risk factors and innovations of ICAPM state variables",

author = "In, {Francis Haeuck} and Sangbae Kim",

year = "2007",

language = "English",

volume = "4",

pages = "165 -- 171",

journal = "Finance Research Letters",

issn = "1544-6123",

publisher = "Elsevier",

number = "3",

}