The paper "How Robust are Empirical Factor Models to the Choice of Breakpoints?" from F. Hollstein, M. Prokopczuk und V. Voigts was accepted for publication by the Quarterly Journal of Finance.
The paper "How Robust are Empirical Factor Models to the Choice of Breakpoints?" from F. Hollstein, M. Prokopczuk und V. Voigts was accepted for publication by the Quarterly Journal of Finance.