Question
Suppose we have five signals: B/P, PM6m, ROE, EM3m, CAPXg, (A)If we use one-month forward return as y, and the signals as X, write down
Suppose we have five signals: B/P, PM6m, ROE, EM3m, CAPXg,
(A)If we use one-month forward return as y, and the signals as X, write
down the linear multi-factor model.
(B)Write down the OLS method to estimate the model of (A)
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IT Auditing Defined
Authors: Ibrahim Yussuf, Matthew Robinett
1st Edition
1645435148, 978-1645435143
