Sep 17 2021 Claude Bergeron   The three-factor model without a linear return generating process   Abstract  Contact Information  Citation  Full Text  -  Note   May 15 2019 Clark Lundberg   Identifying horizon-based heterogeneity in the cross section of portfolio returns   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 05 2012 Carmine Trecroci   Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors   Abstract  Contact Information  Citation  Full Text  -  Note   May 22 2007 Quentin Wodon   Constructing Fama-French Factors from style indexes: Japanese evidence   Abstract  Contact Information  Citation  Full Text  -  Note