{"blog_title":"himaginary\u2019s diary","height":"190","description":"\u3068\u3044\u3046NBER\u8ad6\u6587\u304c\u4e0a\u304c\u3063\u3066\u3044\u308b\uff08ungated\u7248\uff09\u3002\u539f\u984c\u306f\u300cFactors that Fit the Time Series and Cross-Section of Stock Returns\u300d\u3067\u3001\u8457\u8005\u306fMartin Lettau\uff08UC\u30d0\u30fc\u30af\u30ec\u30fc\uff09\u3001Markus Pelger\uff08\u30b9\u30bf\u30f3\u30d5\u30a9\u30fc\u30c9\u5927\uff09\u3002 \u4ee5\u4e0b\u306f\u305d\u306e\u8981\u65e8\u3002 We propose a new method for estimating latent asset pricing factors that fit the time-series and cross-section of expected returns. Our est\u2026","width":"100%","title":"\u682a\u5f0f\u30ea\u30bf\u30fc\u30f3\u306e\u6642\u7cfb\u5217\u3068\u30af\u30ed\u30b9\u30bb\u30af\u30b7\u30e7\u30f3\u306b\u9069\u5408\u3059\u308b\u30d5\u30a1\u30af\u30bf\u30fc","type":"rich","author_name":"himaginary","blog_url":"https://himaginary.hatenablog.com/","provider_url":"https://hatena.blog","categories":["\u7d4c\u6e08"],"author_url":"https://blog.hatena.ne.jp/himaginary/","published":"2018-08-01 00:00:00","url":"https://himaginary.hatenablog.com/entry/20180801/five_factors_model","provider_name":"Hatena Blog","image_url":null,"html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20180801%2Ffive_factors_model\" title=\"\u682a\u5f0f\u30ea\u30bf\u30fc\u30f3\u306e\u6642\u7cfb\u5217\u3068\u30af\u30ed\u30b9\u30bb\u30af\u30b7\u30e7\u30f3\u306b\u9069\u5408\u3059\u308b\u30d5\u30a1\u30af\u30bf\u30fc - 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>","version":"1.0"}