q factor model-经管之家(原经济论坛)-经济、管理、金融、统计在线教育和咨询网站

结果：找到“q factor model”相关内容180个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

基于R语言社会网络自回归因子模型Network Autoregressive Factor Models
1 个回复 - 549 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 - 1314 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 - 2734 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 - 1403 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 - 567 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 - 118 次查看 2023-9-27 10:45 - 2RsN289271 - 经管书评

A Five-Factor Asset Pricing Model
2 个回复 - 338 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 - 333 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 - 720 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 - 552 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 - 673 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 - 840 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 - 608 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 - 414 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 - 768 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 - 785 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 - 725 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 - 483 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 - 1498 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 - 2544 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 - 513 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 - 1088 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 - 433 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 - 392 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 - 1232 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 - 300 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 - 579 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 - 418 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 - 799 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 - 580 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 - 871 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 - 727 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 - 858 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 - 5882 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 - 452 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 - 942 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 - 996 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 - 308 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 - 540 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 - 6099 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 - 378 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 - 1191 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 - 576 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 - 440 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 - 1756 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 - 417 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 - 6616 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 - 661 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 - 562 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 - 445 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 - 547 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 - 1805 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 - 511 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 - 821 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 - 1545 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 - 1164 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 - 1030 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 - 707 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 - 803 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
3 个回复 - 2434 次查看 This monograph is based on my Ph.D. thesis, which was accepted in Jan- uary 2004 by the faculty of economics at the University of Augsburg. It is a great pleasure to thank my supervisor, Prof. Dr. Man ...2015-7-5 22:08 - nelsoncwlee - 金融学（理论版）

The option pricing model and the risk factor of stock
3 个回复 - 523 次查看【作者(必填)】 G Dan， GW Schwert 【文题(必填)】 The option pricing model and the risk factor of stock 【年份(必填)】 1976 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=pap ... u_c1 ...2017-11-2 12:17 - hmhss - 求助成功区

A Cohort-Based Extension to the Lee-Carter Model for Mortality Reduction Factors
4 个回复 - 1475 次查看【作者(必填)】RENSHAW,A.E.,ANDS. HABERMAN 【文题(必填)】 A Cohort-Based Extension to the Lee-Carter Model for Mortality Reduction Factors.Insurance: Mathematics and Economics38: 556–70. 【年份( ...2013-11-26 22:46 - zoomivy - 求助成功区

《Latent Variable Models: An Introduction to Factor, Path, and SEM
5 个回复 - 1166 次查看【作者(必填)】 John C. Loehlin ‎ A. Alexander Beaujean 【文题(必填)】 Latent Variable Models: An Introduction to Factor, Path, and Structural Equation Analysis, Fifth Edition 5th Edition【年 ...2017-11-15 15:03 - 20115326 - 求助成功区

[文献分享]factor models 多因子模型： A practitioner's guide to factor models
35 个回复 - 6689 次查看 [文献分享]factor models 多因子模型： A practitioner's guide to factor models **** 本内容被作者隐藏 ****2015-3-20 13:07 - 郭欣 - 量化投资

Cross-Sectional Factor-Based Models and Trading Strategies
1 个回复 - 503 次查看【作者(必填)】 [*]Joseph A. Cerniglia1, [*]Petter N. Kolm PhD2, [*]Frank J. Fabozzi PhD, CFA, CPA3 【文题(必填)】 Cross-Sectional Factor-Based Models and Trading Strategies 【年份(必填)】 P ...2017-10-6 11:26 - peterxi1995 - 求助成功区

Factor mixture model of anxiety sensitivity and anxiety psychopathology vulnerab
2 个回复 - 414 次查看【作者(必填)】 A Bernstein， TR Stickle， NB Schmidt 【文题(必填)】 Factor mixture model of anxiety sensitivity and anxiety psychopathology vulnerability【年份(必填)】 2013 【全文链接或数据库名 ...2017-10-1 15:35 - xxrongxr - 求助成功区

求The Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio R
1 个回复 - 434 次查看【作者(必填)】Bianchi S W, Goldberg L R, Rosenberg A. 【文题(必填)】The Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio Risk 【年份(必填)】2017 【全文链接或数据库名称 ...2017-9-21 16:37 - 地下爆菊 - 求助成功区

Quants Beyond Multi-factor Models
2 个回复 - 927 次查看 Quants Beyond Multi-factor Models2017-7-24 10:38 - accumulation - 金融学（理论版）

Carhart 4-factor model 四因子模型怎么用EXCEL分析啊？？？
2 个回复 - 4564 次查看大神们好：刚接触EXCEL的统计功能，不太熟悉，请问怎么用Excel做Carhart 4-factor model 四因子模型？能有截图步骤的讲解贴或者PPT是更好的了，非常感谢！想熟练掌握EXCEL的统计方面功能，有什么推 ...2015-5-28 12:46 - maydyla - Excel

A Model and Test of Individual and Organization Factors Influencing Individual A
1 个回复 - 406 次查看 A Model and Test of Individual and Organization Factors Influencing Individual Adaptation to Change Organization Management Journal 2012 - Taylor & Francis ...2017-8-8 22:49 - aronson - 求助成功区

Coding invariance in factorial linear models and a new tool for assessing combin
1 个回复 - 372 次查看【作者(必填)】Ulrike Grömping 【文题(必填)】Coding invariance in factorial linear models and a new tool for assessing combinatorial equivalence of factorial designs 【年份(必填)】2017 【 ...2017-8-4 09:30 - ozj9325 - 求助成功区

R-optimal designs for multi-factor models with heteroscedastic errors
1 个回复 - 407 次查看【作者(必填)】Lei HeRong-Xian Yue 【文题(必填)】R-optimal designs for multi-factor models with heteroscedastic errors 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://link.springer.co ...2017-8-3 17:39 - ozj9325 - 求助成功区

Modeling Dependence in High Dimensions With Factor Copulas
1 个回复 - 552 次查看【作者(必填)】 Dong Hwan Oh[/backcolor] & Andrew J. Patton[/backcolor] 【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)】 ...2017-6-15 08:05 - internet.hzx - 求助成功区

Latent variable models: an introduction to factor, path, structural equatio
1 个回复 - 1540 次查看 Fourth edition This book introduces multiple-latent variable models by utilizing path diagrams to explain the underlying relationships in the models. This approach helps less mathematically inclin ...2017-6-8 00:36 - 大明童鞋 - IRT理论相关软件

Travel Time Reliability for Stockholm Roadways, Modeling Mean Lateness Factor
2 个回复 - 637 次查看【作者(必填)】 Joel P. Franklin, Anders Karlstrom 【文题(必填)】 Travel Time Reliability for Stockholm Roadways, Modeling Mean Lateness Factor 【年份(必填)】 2009 【全文链接或数据库名称(选填)】h ...2017-6-6 19:20 - ievans - 求助成功区

文献求助：Reporting Structural Equation Modeling and Confirmatory Factor Analysi
2 个回复 - 602 次查看【作者(必填)】James B. Schreiber , Amaury Nora , Frances K. Stage , Elizabeth A. Barlow & Jamie King 【文题(必填)】Reporting Structural Equation Modeling and Confirmatory Factor Analysis Results: ...2017-6-4 12:53 - neil.liu.haaa - 求助成功区

The Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio Ris
1 个回复 - 538 次查看【作者(必填)】Stephen W. Bianchi, Lisa R. Goldberg, and Allan Rosenberg 【文题(必填)】The Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio Risk 【年份(必填)】Special Issu ...2017-3-29 18:46 - lopemann - 求助成功区

Dissecting Anomalies with a Five-Factor Model
4 个回复 - 1403 次查看【作者(必填)】Eugene F. Fama Kenneth R. French 【文题(必填)】Dissecting Anomalies with a Five-Factor Model 【年份(必填)】Rev Financ Stud (2016) 29 (1): 69-103. 【全文链接或数据库名称(选填)】 ...2017-3-28 15:28 - rayzhangfy - 求助成功区

International tests of a five-factor asset pricing model
2 个回复 - 1739 次查看【作者(必填)】Eugene F. Fama, Kenneth R. French 【文题(必填)】International tests of a five-factor asset pricing model 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://www.sciencedirec ...2017-3-25 00:38 - MemMao - 求助成功区

课程推荐