@article{identifyingandexploitingalphainlinear,
  title = {Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors},
  author = {M. Hashem Pesaran and Ron P. Smith},
  year = {2024},
  eprint = {2405.02217},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2405.02217v4},
}