5.18. When is the Z-score model, as used in Eq. (5.8), equivalent to the fundamental factor model?...

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5.18. When is the Z-score model, as used in Eq. (5.8), equivalent to the fundamental factor model? What does this mean?

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Quantitative Equity Portfolio Management

ISBN: 9780071459396

1st Edition

Authors: Ludwig B Chincarini, Daehwan Kim

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Question Posted: Oct 24, 2024 07:03 AM

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5.18. When is the Z-score model, as used in Eq. (5.8), equivalent to the fundamental factor model? What does this mean?
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5.18. When is the Z-score model, as used in Eq. (5.8), equivalent to the fundamental factor model?...

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Quantitative Equity Portfolio Management

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