Factor uniqueness in the S&P 500 universe : can proprietary factors exist?
Sergio M. Focardi; Frank J. Fabozzi
| Year of publication: |
2013
|
|---|---|
| Authors: | Focardi, Sergio M. ; Fabozzi, Frank J. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 16.2013, 4, p. 1-20
|
| Subject: | Factor models | principal component analysis | classical factor model | cluster-based factor model | Procrustes analysis | correlation analysis | Faktorenanalyse | Factor analysis | Theorie | Theory | Korrelation | Correlation | Hauptkomponentenanalyse | Principal component analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009779764