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STAT244.Lecture.05.06 6

STAT244.Lecture.05.06 6 - I Unobservable latent factors I...

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Factor-based Trading Strategies I A factor is a common characteristic among certain assets. I Factors represent I Macroeconomic factors I Asset specific attributes
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Unformatted text preview: I Unobservable latent factors I Used for I Asset pricing I Forecasting returns / Managing portfolios...
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