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Lecture 15 Factor Models - MIT OpenCourseWare

Lecture 15 Factor Models - MIT OpenCourseWare

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Treat observable asset-speci c attributes as factor betas. Factor realizations ff. tgare unobservable, but are estimated. MIT 18.S096. Factor Models Factor Models. Linear Factor Model Macroeconomic Factor Models Fundamental Factor Models Statistical Factor Models: Factor Analysis

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