参考文献:
[1] “Efficient Replication of Factor Returns:Theory and Applications”,Dimitries Melas, Raghu Suryanarayanan, and Stefano Cavaglia, The Journal of Portfolio Management. 2010
[2] “The Barra USE Equity Model (USE4)”, Menchero Jose, D.J. Orr, Jun Wang. MSCI Barra Working Paper. 2011
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