15. Factor Modeling
Автор: MIT OpenCourseWare
Загружено: 2015-01-06
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MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Peter Kempthorne
This lecture describes factor modeling, featuring linear, macroeconomic, fundamental, and statistical factor models, and principal components analysis.
License: Creative Commons BY-NC-SA
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