{"html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20180502%2FCharacteristics_Are_Covariances\" title=\"\u7279\u6027\u3053\u305d\u5171\u5206\u6563\u3067\u3042\u308b\uff1a\u30ea\u30b9\u30af\u3068\u30ea\u30bf\u30fc\u30f3\u306e\u7d71\u4e00\u30e2\u30c7\u30eb - himaginary\u2019s diary\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","description":"\u3068\u3044\u3046NBER\u8ad6\u6587\u304c\u4e0a\u304c\u3063\u3066\u3044\u308b\uff08ungated\u7248\uff09\u3002\u539f\u984c\u306f\u300cCharacteristics Are Covariances: A Unified Model of Risk and Return\u300d\u3067\u3001\u8457\u8005\u306fBryan Kelly\uff08\u30a4\u30a7\u30fc\u30eb\u5927\uff09\u3001Seth Pruitt\uff08\u30a2\u30ea\u30be\u30ca\u5dde\u7acb\u5927\uff09\u3001Yinan Su\uff08\u30b7\u30ab\u30b4\u5927\uff09\u3002 \u4ee5\u4e0b\u306f\u305d\u306e\u8981\u65e8\u3002 We propose a new modeling approach for the cross section of returns. Our method, Instrumented Principal Components Analysis (IPCA),\u2026","blog_title":"himaginary\u2019s diary","image_url":null,"author_url":"https://blog.hatena.ne.jp/himaginary/","blog_url":"https://himaginary.hatenablog.com/","width":"100%","type":"rich","published":"2018-05-02 00:00:00","provider_name":"Hatena Blog","author_name":"himaginary","categories":["\u7d4c\u6e08"],"url":"https://himaginary.hatenablog.com/entry/20180502/Characteristics_Are_Covariances","provider_url":"https://hatena.blog","version":"1.0","title":"\u7279\u6027\u3053\u305d\u5171\u5206\u6563\u3067\u3042\u308b\uff1a\u30ea\u30b9\u30af\u3068\u30ea\u30bf\u30fc\u30f3\u306e\u7d71\u4e00\u30e2\u30c7\u30eb","height":"190"}