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Chapter 14
Latent Factor Models
Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.
34 referenced in this chapter
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Empirical cross-sectional asset pricing: a survey
Most claimed statistical findings in cross-sectional return predictability are likely true
Presidential Address: The Scientific Outlook in Financial Economics
Presidential Address: Discount Rates
Hierarchical PCA and Applications to Portfolio Management
plus 29 more references inside