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Search: subject:"classical factor model"
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FABOZZI, FRANK J.
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FOCARDI, SERGIO M.
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Fabozzi, Frank J.
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International Journal of Theoretical and Applied Finance (IJTAF)
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International journal of theoretical and applied finance
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FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST?
FOCARDI, SERGIO M.
;
FABOZZI, FRANK J.
- In:
International Journal of Theoretical and Applied …
16
(
2013
)
04
,
pp. 1350020-1
classical
factor
model
based on industry, and a factor model based on cluster analysis. Dynamic behavior is represented by …
Persistent link: https://www.econbiz.de/10010883221
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Factor uniqueness in the S&P 500 universe : can proprietary factors exist?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009779764
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