Estimating latent asset-pricing factors (Q2190237)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimating latent asset-pricing factors |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating latent asset-pricing factors |
scientific article |
Statements
Estimating latent asset-pricing factors (English)
0 references
18 June 2020
0 references
cross section of returns
0 references
anomalies
0 references
expected returns
0 references
high-dimensional data
0 references
latent factors
0 references
weak factors
0 references
PCA
0 references
0 references
0 references
0 references
