Transcription of Lecture 15 Factor Models - MIT OpenCourseWare
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Factor ModelsFactor ModelsMIT KempthorneFall 2013 MIT 15: Factor Models1 Factor ModelsLinear Factor ModelMacroeconomic Factor ModelsFundamental Factor ModelsStatistical Factor Models : Factor AnalysisPrincipal Components AnalysisStatistical Factor Models : Principal Factor MethodOutline1 Factor ModelsLinear Factor ModelMacroeconomic Factor ModelsFundamental Factor ModelsStatistical Factor Models : Factor AnalysisPrincipal Components AnalysisStatistical Factor Models : Principal Factor MethodMIT Models2 Factor 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
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