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Academic reference · Factor Zoo and Model Governance

Cochrane (2011)

Cochrane, J. H. (2011). Presidential address: Discount rates. Journal of Finance, 66(4), 1047–1108.

Why it matters

Frames the factor-zoo problem and the need to distinguish economically durable structure from statistical artifacts.

Read at publisher ↗All references
← Hou et al. (2020)Factor Zoo and Model Governance · 1 / 3Harvey et al. (2016) →
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