Journal of Financial and Quantitative Analysis Vol. 33 No. 2 1998

The Risk and Return from Factors

Louis K. C. Chan¹; Jason Karceski¹; Josef Lakonishok^2,1

¹ University of Illinois Urbana-Champaign · ² National Bureau of Economic Research

Abstract

ol ion ix3i b noiX3 .31UO2 r1I 01 n3'ig i 3iiOfl nibu!3ni 3ib13 11th r&D ELOLJJ 4JJG 2c9'UqbOiJJc o pocp cp6 9'C9'q6WIC LG2G9'LCGL 9'Uq cp iuiwuc bL9'ccJvJoucL GLGOL& (J2) OL 9' qfl,GL6IJ 9'bbLO9'Cp)

DOI

10.2307/2331306

Volume

33

Issue

2

Pages

159

Sources

openalex crossref

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓