Which factor model? A systematic return covariation perspective
We examine which factor model best captures systematic return covariation by focusing on
the economic implications for portfolio risk control. The pairwise variance equality test and …
the economic implications for portfolio risk control. The pairwise variance equality test and …
Lattice Change Computation Model of Population Competition Relationship
E Wang, X Liu - 2023 5th International Conference on Frontiers …, 2023 - ieeexplore.ieee.org
Spatial changes can affect biodiversity in the model. In one-dimensional space, territory only
expands or shrinks as the number of cells changes. In two-dimensional space, territory has …
expands or shrinks as the number of cells changes. In two-dimensional space, territory has …
[PDF][PDF] Which factor model?
S Ahmed, Z Bu, L Symeonidis, D Tsvetanov - perspective - pure-oai.bham.ac.uk
abstract We examine which factor model best captures systematic return covariation by
focusing on the economic implications for portfolio risk control. The pairwise variance …
focusing on the economic implications for portfolio risk control. The pairwise variance …