TY  - JOUR
TI  - Determining the Number of Factors in Approximate Factor Models
AU  - Jushan Bai
AU  - Serena Ng
JO  - Econometrica
PY  - 2002
VL  - 70
IS  - 1
DO  - 10.1111/1468-0262.00273
UR  - https://doi.org/10.1111/1468-0262.00273
ER  -


TY  - JOUR
TI  - Inferential Theory for Factor Models of Large Dimensions
AU  - Jushan Bai
JO  - Econometrica
PY  - 2003
VL  - 71
IS  - 1
DO  - 10.1111/1468-0262.00392
UR  - https://doi.org/10.1111/1468-0262.00392
ER  -


TY  - JOUR
TI  - Common risk factors in the returns on stocks and bonds
AU  - Eugene F. Fama
AU  - Kenneth R. French
JO  - Journal of Financial Economics
PY  - 1993
VL  - 33
IS  - 1
DO  - 10.1016/0304-405x(93)90023-5
UR  - https://doi.org/10.1016/0304-405x(93)90023-5
ER  -


TY  - JOUR
TI  - Characteristics are covariances: A unified model of risk and return
AU  - Bryan T. Kelly
AU  - Seth Pruitt
AU  - Yinan Su
JO  - Journal of Financial Economics
PY  - 2019
VL  - 134
IS  - 3
DO  - 10.1016/j.jfineco.2019.05.001
UR  - https://doi.org/10.1016/j.jfineco.2019.05.001
ER  -