6.3. One strength of the fundamental factor model over the economic factor model is that the data...
Question:
6.3. One strength of the fundamental factor model over the economic factor model is that the data requirement is relatively small. What is the minimum data requirement to estimate the fundamental factor model? Is it possible to estimate the fundamental factor model from a single cross section (i.e., the observation of many stocks in one time period)?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Quantitative Equity Portfolio Management
ISBN: 9780071459396
1st Edition
Authors: Ludwig B Chincarini, Daehwan Kim
Question Posted: