---
title: Uncertainty Factor Models
url: https://www.ml-quant.com/papers/repec/bla-jfinan-v-78-y-2023-i-3-p-1593-1646/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjofi.13226%3Bh%3Drepec%3Abla%3Ajfinan%3Av%3A78%3Ay%3A2023%3Ai%3A3%3Ap%3A1593-1646
featured: 2024-07-10
citations: unknown
topic: Asset Pricing & Factors
---


# Uncertainty Factor Models

The paper introduces a framework for handling uncertainty in factor models, demonstrating that integrated models perform well out-of-sample and that model uncertainty increases perceived risk in stocks.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjofi.13226%3Bh%3Drepec%3Abla%3Ajfinan%3Av%3A78%3Ay%3A2023%3Ai%3A3%3Ap%3A1593-1646
- Identifier: RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646
- Released: 2023-06-01
- First featured: Quant Letter No. 56 (2024-07-10): https://www.ml-quant.com/issues/2024-07-10/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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