Underspecification of the Empirical Return-Factor Model and a Factor Analytic Augmentation as a Solution to Factor Omission

In: Szczygielski, J. J., Brümmer, L. M., & Wolmarans, H. P. (2020). Underspecification of the empirical return-factor model and a factor analytic augmentation as a solution to factor omission. Studies in Economics and Econometrics, 44(2), 133-165.