What are the steps involved in estimating a multifactor model that includes both known and latent factors?

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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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What are the steps involved in estimating a multifactor model that includes both known and latent factors?

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Estimating a multifactor model that includes both known and latent factors involves several steps Here are the general steps involved in the estimation process 1 Identify the known factors Start by id...View the full answer

The Theory And Practice Of Investment Management

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