{"title":"Do Factor Models Explain Breaks in the Distribution of Equity Returns?","authors":"Sébastien Lleo, W. Ziemba, Jessica Li","doi":"10.3905/jpm.2023.1.568","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"85 11","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"The Journal of Portfolio Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3905/jpm.2023.1.568","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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