FamaMacBeth regression

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1	A Protocol for Factor Identification by Kuntara Pukthuanthong and Richard Roll Abstract Several hundred factor candidates have been suggested in the literature. We propose a protocol for determining which factor candidat Add to Reading List Source URL: www.q-group.org Language: English - Date: 2015-12-02 09:40:27 Mathematical finance Financial risk Multivariate statistics Investment Actuarial science Factor theory Beta Diversification Investment management Factor analysis FamaMacBeth regression Principal component analysis
2	Title: Speaker: Add to Reading List Source URL: www.q-group.org Language: English - Date: 2015-12-03 18:28:52 Mathematical finance Beta Fundamental analysis FamaMacBeth regression
3	Microsoft Word - CGS asset pricing Add to Reading List Source URL: www.q-group.org Language: English - Date: 2015-12-04 10:03:38 Mathematical finance Financial economics Financial markets FamaFrench three-factor model Beta Capital asset pricing model Cost of capital Factor analysis Estimator Risk FamaMacBeth regression Single-index model
4	% Authors paper: Shmuel Baruch, Andrew Karolyi, and Michael L Add to Reading List Source URL: www.bsibank.com Language: English Financial ratios Financial markets Mathematical finance Income Investment FamaFrench three-factor model Beta FamaMacBeth regression Earnings yield Rate of return Dividend yield Financial economics