FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST? (Q2842533)
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| Language | Label | Description | Also known as |
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| English | FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST? |
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FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST? (English)
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15 August 2013
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factor models
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principal component analysis
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classical factor model
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cluster-based factor model
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Procrustes analysis
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correlation analysis
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