4.18. Why might univariate factor tests not be sufficient to determine the factors in a fundamental model?
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4.18. Why might univariate factor tests not be sufficient to determine the factors in a fundamental model?
4.19. True or false? The stepwise regression technique is very powerful in identifying the optimal combination of factors for use in a stock-return model. Portfolio managers always should use it.
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Related Book For
Quantitative Equity Portfolio Management
ISBN: 9780071459396
1st Edition
Authors: Ludwig B Chincarini, Daehwan Kim
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