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基于R语言社会网络自回归因子模型Network Autoregressive Factor Models
1 个回复 - 565 次查看基于R语言社会网络自回归因子模型Network Autoregressive Factor Models Contents> Introduction and Motivation Network Autoregressive Factor Model MLE and Its Asymptotic Property EM Algorithm ...2022-2-20 07:40 - Kathy-202109 - 现金交易版

ROSS套利定价模型
0 个回复 - 1333 次查看资本资产定价模型提示了在资本市场均衡状态下证券期望收益率与风险之间的关系，简洁、明确地回答了证券风险的合理度量问题以及证券如何在资本市场上被定价。资本资产定价模型也存在一些缺陷。其中最主要的一点是缺 ...2018-6-3 12:16 - daka123 - 现金交易版

统计套利经典实操教材 Statistical arbitrage.. Algorithmic trading insights and te
0 个回复 - 2830 次查看 Pole A. Statistical arbitrage.. Algorithmic trading insights and techniques (Wiley, 2007) CHAPTER 1 Monte Carlo or Bust 1 Beginning 1 Whither? And Allusions 4 CHAPTER 2 Statistical Arbitrage 9 ...2017-11-15 22:54 - xiaorenwuhyl - 现金交易版

A Respecified Fama French Three-Factor Model for the New European Union Member S
3 个回复 - 1434 次查看【作者(必填)】 [*]James Foye, [*]Dušan Mramor, [*]Marko Pahor 【文题(必填)】 A Respecified Fama French Three-Factor Model for the New European Union Member States 【年份(必填)】2013 ...2014-2-10 19:20 - vividboy - 求助成功区

（数据与代码）Spectral factor models
1 个回复 - 586 次查看（数据与代码）Spectral factor modelsWe represent risk factors as sums of orthogonal components capturing fluctuations withcycles of different length. The representation leads to novel spectral factor ...2022-10-16 11:08 - Martina904 - 现金交易版

Chapter 10 Arbitrage Pricing Theory and Multifactor Models of Risk
0 个回复 - 127 次查看 2023-9-27 10:45 - 2RsN289271 - 经管书评

A Five-Factor Asset Pricing Model
2 个回复 - 350 次查看【作者(必填)】Fama E. F.，French K. R. 【文题(必填)】A Five-Factor Asset Pricing Model 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://xueshu.baidu.com/usercenter/paper/show?paperid ...2023-5-26 15:48 - zhutx - 求助成功区

Establishment and Application of Multi-Factor Pricing Model in China A-Shares
0 个回复 - 343 次查看 1 论文标题Establishment and Application of Multi-Factor PricingModel in China A-Shares Market 2 作者信息 Zhipeng Wu1, Jiayi Wang2, Benchang Wang1 3 出处和链接（比如，NBER working paper No.11000） ...2023-5-4 13:45 - zaeo - 论文版

MSCI最新Fixed income factor model
1 个回复 - 787 次查看 21年固收因子模型2022-2-8 15:14 - perry_zhu - 风险管理

Factor Models, Machine Learning, and Asset Pricing
1 个回复 - 576 次查看【作者(必填)】Stefano Giglio 【文题(必填)】Factor Models, Machine Learning, and Asset Pricing 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://www.annualreviews.org/doi/full/10.1146/annur ...2022-11-26 16:51 - xyang173 - 求助成功区

Study of Dynamic Multifactor Model Application In China A-Shares
2 个回复 - 701 次查看【作者(必填)】Ying Lan 【文题(必填)】Study of Dynamic Multifactor Model Application In China A-Shares 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://joi.pm-research.com/content/earl ...2022-11-8 10:21 - siliantou6 - 求助成功区

Pricing commodity futures and determining risk premia in a three factor model wi
3 个回复 - 18 次查看 Pricing commodity futures and determining risk premia in athree factor model with stochastic volatility: the case of Brentcrude oil2022-9-27 14:44 - trauzent - Forum

Minimax D-optimal designs for multivariate regression models with multi-factors
3 个回复 - 858 次查看【作者(必填)】Lucy L.Gaoa[/backcolor]JulieZhou[/backcolor] 【文题(必填)】Minimax D-optimal designs for multivariate regression models with multi-factors 【年份(必填)】2020 【全文链接或数据库名称 ...2020-4-8 19:43 - ozj9325 - 求助成功区

MSCI Fama French 5 factor model
1 个回复 - 655 次查看因子投资，资料分析2022-9-18 15:43 - whuharryzheng - 新手入门区

Generalized factor model for ultra-high dimensional correlated variables with mi
1 个回复 - 426 次查看【作者(必填)】Wei Liu ,Huazhen Lin ,Shurong Zheng &Jin Liu 【文题(必填)】Generalized factor model for ultra-high dimensional correlated variables with mi 【年份(必填)】2021 【全文链接或 ...2022-5-17 07:06 - xmok77 - 求助成功区

Generalized infinite factorization models
3 个回复 - 777 次查看【作者(必填)】 23 【文题(必填)】 Generalized infinite factorization models 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abstract/doi/10.1093/bi ...2022-1-8 20:22 - internet.hzx - 求助成功区

Generalized infinite factorization models
1 个回复 - 794 次查看【作者(必填)】 23 【文题(必填)】 Generalized infinite factorization models 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abstract/doi/10.1093/bi ...2022-3-2 11:54 - internet.hzx - 求助成功区

Study of Dynamic Multifactor Model Application In China A-Shares
0 个回复 - 752 次查看【作者(必填)】 Ying Lan 【文题(必填)】 Study of Dynamic Multifactor Model Application In China A-Shares【年份(必填)】 2022 【全文链接或数据库名称(选填)】 The Journal of Investing joi.2022.1.223; ...2022-2-10 21:10 - jiangwulian7 - 文献求助专区

Macro Factor Model: Application to Liquid Private Portfolios
0 个回复 - 503 次查看【作者(必填)】Scott Gladstone, Ananth Madhavan, Anita Rana and Andrew Ang 【文题(必填)】Macro Factor Model: Application to Liquid Private Portfolios 【年份(必填)】2021 【全文链接或数据库名称( ...2022-1-20 12:02 - tony_mxl - 文献求助专区

Intertemporal Capital Asset Pricing and the Fama-French Three-Factor Model
5 个回复 - 1517 次查看【作者(必填)】Michael J. Brennan, Ashley Wang, Yihong Xia 【文题(必填)】Intertemporal Capital Asset Pricing and the Fama-French Three-Factor Model 【年份(必填)】2001 【全文链接或数据库名称(选 ...2021-12-5 21:52 - ssylzz - 求助成功区

因子选股经典理论PPT——Factor Models for Asset Returns
9 个回复 - 2615 次查看 Factor Models for Asset Returns 经典的因子模型PPT，详细论述了各种因子，希望对大家有帮助！2016-10-20 13:15 - zc4049 - 量化投资

factor modeling：the benefits of disentangling cross-sectional for explaining st
3 个回复 - 541 次查看【作者(必填)】Bruce I. Jacobs and Kenneth N.Levy 【文题(必填)】factor modeling：the benefits of disentangling cross-sectional for explaining stock returns. 【年份(必填)】2021 【全文链接或数据 ...2021-10-19 12:44 - buludi - 文献求助专区

SPSS可以做BiFactor model吗
0 个回复 - 1101 次查看 SPSS可以做BiFactor model吗？有插件吗？2021-10-21 14:06 - jrx818 - SPSS论坛

High-dimensional test for alpha in linear factor pricing models with sparse alte
2 个回复 - 458 次查看【作者(必填)】Long Feng Wei Lan Binghui Liu Yanyuan Ma 【文题(必填)】High-dimensional test for alpha in linear factor pricing models with sparse alternatives 【年份(必填)】2021 【全文链接或数 ...2021-9-25 14:04 - 我来了 - 文献求助专区

重金求ScienceDirect文献 Do factor models explain stock returns when...
2 个回复 - 401 次查看【作者(必填)】S Wang，L Yu，Q Zhao 【文题(必填)】 Do factor models explain stock returns when prices behave explosively? Evidence from China - ScienceDirect 【年份(必填)】2021 【全文链接或数据库 ...2021-7-30 22:31 - popppp - 求助成功区

Fama French "Five Factor" Model？
1 个回复 - 1264 次查看请问有没有大佬会Fama French "Five Factor" Model？哪里有教程呀？求！急！2020-5-26 21:51 - 全世界最可爱的仙女 - Stata专版

Model selection in factor-augmented regressions with estimated factors
1 个回复 - 315 次查看【作者(必填)】 2324 【文题(必填)】 Model selection in factor-augmented regressions with estimated factors 【年份(必填)】 2423 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/1 ...2021-6-17 13:15 - internet.hzx - 求助成功区

Dynamic Semiparametric Factor Model With Structural Breaks
1 个回复 - 600 次查看【作者(必填)】 232 【文题(必填)】 Dynamic Semiparametric Factor Model With Structural Breaks 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.1080/07350 ...2021-6-2 16:22 - internet.hzx - 求助成功区

A Three-Factor Model of Social Identity
3 个回复 - 430 次查看【作者(必填)】【文题(必填)】A Three-Factor Model of Social Identity 【年份(必填)】【全文链接或数据库名称(选填)】 https://www.tandfonline.com/doi/abs/10.1080/135765004440000472021-2-15 06:57 - 江夏雁 - 求助成功区

A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Mo
3 个回复 - 829 次查看【作者(必填)】 MACTC 【文题(必填)】 A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model 【年份(必填)】 2019 【全文链接或数据库名称(选填)】https://amstat.tandfonli ...2019-12-9 14:56 - internet.hzx - 求助成功区

Linear factor copula models and their properties
7 个回复 - 686 次查看【作者(必填)】 23 【文题(必填)】Linear factor copula models and their properties【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/sjos.123252020-4-12 03:04 - internet.hzx - 文献求助专区

Modeling Dependence in High Dimensions With Factor Copulas
3 个回复 - 891 次查看【作者(必填)】 Oh 【文题(必填)】 Modeling Dependence in High Dimensions With Factor Copulas【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/07350015. ...2018-7-30 21:47 - internet.hzx - 求助成功区

The dynamic factor network model with an application to international trade
2 个回复 - 741 次查看【作者(必填)】 FalkBräuning 【文题(必填)】 The dynamic factor network model with an application to international trade【年份(必填)】 2019 【全文链接或数据库名称(选填)】https://www.sciencedir ...2019-12-8 23:17 - internet.hzx - 求助成功区

Business model management: Design—instruments—success factors
2 个回复 - 982 次查看【作者(必填)】Wirtz, B. W. 【文题(必填)】Business model management: Design—instruments—success factors 【年份(必填)】2016 【全文链接或数据库名称(选填)】该作者出过系列书，希望是这套书里面英 ...2020-7-26 16:08 - ysj0113 - 文献求助专区

【衍生品定价，金融数学】 A Factor Model Approach to Derivative Pricing (2016)
48 个回复 - 5968 次查看 A Factor Model Approach to Derivative Pricing James A. Primbs Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for t ...2017-1-8 11:18 - cmwei333 - 金融学（理论版）

Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term St
1 个回复 - 470 次查看【作者(必填)】Ren-Raw Chen and Louis Scott 【文题(必填)】Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates 【年份(必填)】1993 【全文链接 ...2020-5-20 15:42 - tony_mxl - 求助成功区

Comparing Cross-Section and Time-Series Factor Models
0 个回复 - 987 次查看 Comparing Cross-Section and Time-Series Factor Models Eugene F. Fama Booth School of Business, University of Chicago Kenneth R. French* Amos Tuck School of Business, Dartmouth College RFS We u ...2020-4-25 16:11 - 2464_1576338390 - 论文版

Models and Strategies for Factor Mixture Analysis: An Example Concernin
3 个回复 - 1008 次查看【作者(必填)】 Clark, SL[/backcolor] (Clark, Shaunna L.)[/backcolor][ 1 ] ; [/backcolor]Muthen, B[/backcolor] (Muthen, Bengt)[/backcolor][ 2 ] ; [/backcolor]Kaprio, J[/backcolor] (Kaprio, Jaakko)[/ba ...2014-6-26 20:00 - xxrongxr - 求助成功区

Analysis of Linear Models with One Factor Having Both Fixed and Random Levels
4 个回复 - 312 次查看【作者(必填)】 [/backcolor]Njuho, Peter M.[/backcolor]，Milliken, George A.[/backcolor][/backcolor] 【文题(必填)】Analysis of Linear Models with One Factor Having Both Fixed and Random Levels[/ba ...2019-4-13 22:46 - andy162639 - 求助成功区

[下载]Latent Variable Models and Factor Analysis: A Unified Approach
14 个回复 - 5907 次查看 Description Latent Variable Models and Factor Analysis: A Unified Approach, 3rd Edition David J. Bartholomew, Martin Knott and Irini Moustaki London School of Economics and Political Science ...2013-12-3 05:58 - Nicolle - HLM专版

Model Averaging in Factor Analysis: An Analysis of Olympic Decathlon
2 个回复 - 552 次查看【作者(必填)】Michael Schomaker, Christian Heumann 【文题(必填)】Model Averaging in Factor Analysis: An Analysis of Olympic Decathlon Data 【年份(必填)】2011 【全文链接或数据库名称(选填)】http: ...2016-4-19 10:59 - dliangfranklin - 求助成功区

Multi-factor Models and Signal Processing Techniques
41 个回复 - 6343 次查看 Can we make money by reading this?Why not give a try? In this context, advanced tools and methods from signal processing – the branch of science and engineering that deals with the modeling and an ...2015-6-11 14:05 - leosong - 量化投资

Independent Factor Autoregressive Conditional Density Model
1 个回复 - 391 次查看【作者(必填)】 23 【文题(必填)】 Independent Factor Autoregressive Conditional Density Model 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/07474938 ...2020-1-9 23:56 - internet.hzx - 求助成功区

Factor-Timing Model
3 个回复 - 1233 次查看【作者(必填)】Ronald Hua, Dmitri Kantsyrev, and Edward Qian 【文题(必填)】Factor-Timing Model 【年份(必填)】Fall 2012, Vol. 39, No. 1: pp. 75-87 【全文链接或数据库名称(选填)】https://doi.org ...2017-10-22 08:40 - lopemann - 求助成功区

Testing for structural breaks in factor copula models
1 个回复 - 591 次查看【作者(必填)】 Author links open overlay panelHansManner[/backcolor] 【文题(必填)】 Testing for structural breaks in factor copula models【年份(必填)】 2019 【全文链接或数据库名称(选填)】https:// ...2019-12-8 23:25 - internet.hzx - 文献求助专区

Multifactor Equity Risk Models and Their Applications
1 个回复 - 465 次查看【作者(必填)】Anthony Lazanas PhD[/backcolor] António Baldaque da Silva PhD[/backcolor] Arne D. Staal PhD[/backcolor] Cenk Ural PhD[/backcolor] 【文题(必填)】Multifactor Equity Risk Mod ...2019-9-23 14:03 - sgping - 文献求助专区

悬赏MSCI-THE MSCI MULTI-ASSET CLASS FACTOR MODEL
4 个回复 - 1783 次查看【作者(必填)】 SHEPARD Peter, DEMOND Andrew, ZHOU Chenlu , XIAO Limin 【文题(必填)】 THE MSCI MULTI-ASSET CLASS FACTOR MODEL 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 https://www.m ...2019-1-7 13:52 - pengerge - 文献求助专区

求《A Three-Factor Defaultable Term Structure Model》
1 个回复 - 437 次查看【作者(必填)】Bernd Schmid and Rudi Zagst 【文题(必填)】A Three-Factor Defaultable Term Structure Model 【年份(必填)】2000 【全文链接或数据库名称(选填)】https://jfi.iijournals.com/content/10/ ...2019-5-13 11:16 - tony_mxl - 求助成功区

[求助]MAXIMUM LIKELIHOOD ESTIMATION FOR A MULTIFACTOR EQUILIBRIUM MODEL OF THE TER
11 个回复 - 6851 次查看篇号：题名：MAXIMUM LIKELIHOOD ESTIMATION FOR A MULTIFACTOR EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES作者： REN-RAW CHEN; LOUIS SCOTT期刊全称或缩写：The Journal of Fixed Income年份， ...2008-5-8 06:23 - summerye - 文献求助专区

A Three-Factor Model in Theory, Trade, History
0 个回复 - 688 次查看【作者(必填)】 R. W. Jones, 【文题(必填)】 A Three-Factor Model in Theory, Trade, History,In: J. N. Bhagwati, et al., Eds, Trade, Balance of Payments and Growth-Essays in Honor of Charles P. Kindle ...2019-4-14 21:12 - godwithking3 - 文献求助专区

Linear factor copula models and their propertie
1 个回复 - 582 次查看【作者(必填)】 23 【文题(必填)】 Linear factor copula models and their properties【年份(必填)】 24 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/10.1111/sjos.123252019-1-29 23:25 - internet.hzx - 求助成功区

Modelling non-stationary multivariate time series of counts via common factors
1 个回复 - 467 次查看【作者(必填)】Wang, Fangfang; Wang, Haonan 【文题(必填)】Modelling non-stationary multivariate time series of counts via common factors 【年份(必填)】2018 【全文链接或数据库名称(选填)】2019-1-22 15:59 - 我来了 - 求助成功区

Public Transportation Quality of Service Factors, Models, and Applications
5 个回复 - 573 次查看【作者(必填)】Luigi dell’Olio, Angel Ibeas, ... Rocio de Oña 【文题(必填)】Public Transportation Quality of Service Factors, Models, and Applications 【年份(必填)】2018 【全文链接或数据 ...2018-11-7 15:30 - yiyi23ttt - 求助成功区

求助《MSCI Integrated Factor Crowding Model》
1 个回复 - 1863 次查看【作者(必填)】MSCI 【文题(必填)】【年份(必填)】2018 【全文链接或数据库名称(选填)】https://www.msci.com/www/research-paper/msci-integrated-factor-crowding/010250377542018-9-10 18:29 - 侯歌4 - 求助成功区

Public Transportation Quality of Service Factors, Models, and Applications
7 个回复 - 520 次查看 Elsevier | 2018 | ISBN 978-0-08-102080-7 | 232 pages | PDF **** 本内容被作者隐藏 ****2018-8-6 13:05 - igs816 - 经管书评

求Improving Factor Models
1 个回复 - 837 次查看【作者(必填)】 Mark Grinblatt and Konark Saxena 【文题(必填)】 Improving Factor Models【年份(必填)】 2018 【全文链接或数据库名称(选填)】http://jpm.iijournals.com/content/44/6/742018-8-1 15:11 - fhwwt123 - 求助成功区

[Julia]FactorModels: Factor Models for Julia
8 个回复 - 1140 次查看 **** 本内容被作者隐藏 ****2018-7-18 01:41 - Nicolle - winbugs及其他软件专版

2008 《multi-factor quantitative model》
2 个回复 - 1568 次查看 2017-5-12 20:19 - tjuzzh - 量化投资

Locally and maximin optimal designs for multi-factor nonlinear models
2 个回复 - 1185 次查看【作者(必填)】C. Rodrígueza*, I. Ortiza & I. Martíneza 【文题(必填)】Locally and maximin optimal designs for multi-factor nonlinear models 【年份(必填)】2014 【全文链接或数据库名称(选填)】h ...2014-7-18 10:56 - ozj9325 - 求助成功区

Locally and maximin optimal designs for multi-factor nonlinear models
2 个回复 - 1044 次查看【作者(必填)】C. Rodrígueza*, I. Ortiza & I. Martíneza 【文题(必填)】Locally and maximin optimal designs for multi-factor nonlinear models 【年份(必填)】2014 【全文链接或数据库名称(选填)】h ...2014-7-18 10:54 - ozj9325 - 求助成功区

Estimation in Semiparametric Quantile Factor Models
0 个回复 - 755 次查看 1 论文标题《Estimation in Semiparametric Quantile Factor Models》 2 作者信息 Shujie Ma and Oliver Linton and Jiti Gao 3 出处和链接（比如，NBER working paper No.11000） 4 摘要 We propose an es ...2018-3-14 23:00 - 1149621054clb - 论文版

Independent Factor Autoregressive Conditional Density Model
3 个回复 - 829 次查看【作者(必填)】 Alexios Ghalanosa, Eduardo Rossib* & Giovanni Urgac 【文题(必填)】 Independent Factor Autoregressive Conditional Density Model【年份(必填)】 2013 【全文链接或数据库名称(选填)】 ...2015-12-4 13:54 - internet.hzx - 求助成功区

Stochastic Implied Volatility: A Factor-Based Model (Lecture Notes in Economics
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