Latent Factors in Equity Returns: How Many Are There and What Are They?

Ross French

doi:10.3905/jpm.2021.1.296

Latent Factors in Equity Returns: How Many Are There and What Are They?

Ross French

The Journal of Portfolio Management Quantitative Special Issue 2022, 48 (2) 226-263; DOI: https://doi.org/10.3905/jpm.2021.1.296

Ross French

is a manager of equity index research at FTSE Russell in London, UK

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vol. 48 no. 2 226-263

DOI

https://doi.org/10.3905/jpm.2021.1.296

Published By

Pageant Media Ltd

Print ISSN

0095-4918

Online ISSN

2168-8656

History

Published online January 3, 2022.

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Latest version (October 6, 2021 - 05:31).
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Author Information

Ross French
1. is a manager of equity index research at FTSE Russell in London, UK. (ross.french{at}lseg.com)

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