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Comparing Factor Models with Price-Impact Costs
AI-generated podcast for this research article:
Sicong Li, Victor DeMiguel, and Alberto Martín-Utrera, "Comparing factor models with price-impact costs," Journal of Financial Economics, 2024, 162, 103949.
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By MoneyDR.AI-generated podcast for this research article:
Sicong Li, Victor DeMiguel, and Alberto Martín-Utrera, "Comparing factor models with price-impact costs," Journal of Financial Economics, 2024, 162, 103949.