Quant Letter: September 2024, Week-2
blog.ml-quant.com
Quant Letter: September 2024, Week-2
Weekly (62nd Edition)
ArXiv
Quantitative
Analyzing Conditional Linear Factor Models: The article examines conditional linear factor models in asset pricing. It explores the relationships and characteristics of returns and factors using conditional means and covariances. This research lays the groundwork for defining and estimating these models. (2024-09-04, shares: 3)
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