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Give main steps in constructing the factor mimicking portfolio for the B/P (book-to-price) characteristic-based value factor.
Give main steps in constructing the factor mimicking portfolio for the B/P (book-to-price) characteristic-based value factor.
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The Essentials Of Machine Learning In Finance And Accounting
Authors: Mohammad Zoynul Abedin, M. Kabir Hassan, Petr Hajek, Mohammed Mohi Uddin
1st Edition
