a. In the estimation of a multifactor model, what is the implicit assumption about the number of

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a. In the estimation of a multifactor model, what is the implicit assumption about the number of observations in a time series used to estimate the model and the number of factors?

b. Why is this assumption important?

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The Theory And Practice Of Investment Management

ISBN: 9780470929902

2nd Edition

Authors: Frank J Fabozzi, Harry M Markowitz

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Question Posted: Dec 19, 2023 01:35 AM

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a. In the estimation of a multifactor model, what is the implicit assumption about the number of

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The Theory And Practice Of Investment Management

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