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Cross-section without factors: a string model for expected returns

Walter Distaso† Imperial College, South Kensington Campus, LondonSW7 2AZ, United KingdomView further author information

Antonio Mele‡ USI Lugano, Swiss Finance Institute and CEPR, Via Buffi 13, 6900Lugano, SwitzerlandCorrespondence[email protected]
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Grigory Vilkov§ Frankfurt School of Finance & Management, Adickesallee 32-34, Frankfurt, GermanyView further author information

Received 26 Oct 2023, Accepted 11 May 2024, Published online: 11 Jun 2024

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https://doi.org/10.1080/14697688.2024.2357189
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