Library
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.
38 referenced in this chapter
17 further reading
This chapter Library is for Research-to-Production students
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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
The Elements of Quantitative Investing
Presidential Address: Discount Rates
plus 81 more references inside