Linear Factor Model Properties
The study of conditional linear factor models in asset pricing shows that the efficient portfolio of an unbalanced panel can be represented by low-dimensional factor portfolios, focusing on conditional means and covariances.
Featured in No. 63 on 28 Aug 2024 · 6 days after release
- Released
- 22 Aug 2024
- First featured
- No. 63 · 28 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4933856
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