Lecture 15 Factor Models - MIT OpenCourseWare
Factor ModelsFactor ModelsMIT KempthorneFall 2013MIT 15: Factor Models1Factor ModelsLinear Factor ModelMacroeconomic Factor ModelsFundamental Factor ModelsStatistical Factor Models : Factor AnalysisPrincipal Components AnalysisStatistical Factor Models : Principal Factor MethodOutline1Factor ModelsLinear Factor ModelMacroeconomic Factor ModelsFundamental Factor ModelsStatistical Factor Models : Factor AnalysisPrincipal Components AnalysisStatistical Factor Models : Principal Factor MethodMIT Models2Factor ModelsLinear Factor ModelMacroeconomic Factor ModelsFundamental Factor ModelsStatistical Factor Models : Factor AnalysisPrincipal Components AnalysisStatistical Factor Models : Principal Factor MethodLinear Factor ModelData:massets/instruments/indexes:i= 1,2,...,mntime periods:t= 1,2.
Factor Models. Factor Models. MIT 18.S096. Dr. Kempthorne. Fall 2013. MIT 18.S096. Lecture 15: Factor Models
Download Lecture 15 Factor Models - MIT OpenCourseWare
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document: