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Attribution Methods in Asset Pricing: Do They Account for Risk?

Attribution Methods in Asset Pricing: Do They Account for Risk?

12 July 2024
Dangxing Chen
Yuan Gao
    FAtt
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Papers citing "Attribution Methods in Asset Pricing: Do They Account for Risk?"

1 / 1 papers shown
Title
How to address monotonicity for model risk management?
How to address monotonicity for model risk management?
Dangxing Chen
Weicheng Ye
21
5
0
28 Apr 2023
1