Factor representing portfolios in large asset markets (Q2439044)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor representing portfolios in large asset markets |
scientific article |
Statements
Factor representing portfolios in large asset markets (English)
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7 March 2014
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factor models
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basis portfolios
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APT
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intertemporal asset pricing
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Kalman filter
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