Factor uniqueness in the S\(\&\)P 500 universe: can proprietary factors exist? (Q2842533)
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scientific article; zbMATH DE number 6198410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor uniqueness in the S\(\&\)P 500 universe: can proprietary factors exist? |
scientific article; zbMATH DE number 6198410 |
Statements
15 August 2013
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factor models
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principal component analysis
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classical factor model
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cluster-based factor model
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Procrustes analysis
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correlation analysis
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Factor uniqueness in the S\(\&\)P 500 universe: can proprietary factors exist? (English)
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