Positive Portfolio Factors
收藏NBER1998-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w6412
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资源简介：
We use an iterative relocation algorithm to identify factors in common stock returns. The benefit of the approach is that factors are portfolios of assets with non-negative weights. As a result, they are readily interpreted in terms of their characteristics of the underlying securities. The positive
提供机构：
美国国家经济研究局
创建时间：
1998-02-01
