Common Factors and Specific Factors
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References listed on IDEAS
- Ross, Stephen A., 1976.
"The arbitrage theory of capital asset pricing,"
Journal of Economic Theory,
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- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 02-73, Wharton School Rodney L. White Center for Financial Research.
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More about this item
KeywordsFactor Models; Generalized Principal Component Analysis; Model Selection; Multiset Canonical Correlation;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-01 (All new papers)
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