{"published":"2023-10-08 23:59:00","description":"\u3068\u3044\u3046NBER\u8ad6\u6587\u304c\u4e0a\u304c\u3063\u3066\u3044\u308b\uff08ungated\u7248\u3078\u306e\u30ea\u30f3\u30af\u304c\u3042\u308b\u8457\u8005\u306e\u30da\u30fc\u30b8\uff09\u3002\u539f\u984c\u306f\u300cHigh-Dimensional Factor Models and the Factor Zoo\u300d\u3067\u3001\u8457\u8005\u306fMartin Lettau\uff08UC\u30d0\u30fc\u30af\u30ec\u30fc\uff09\u3002 \u4ee5\u4e0b\u306f\u305d\u306e\u8981\u65e8\u3002 This paper proposes a new approach to the \u201cfactor zoo\u201d conundrum. Instead of applying dimension-reduction methods to a large set of portfolios obtained from sorts on c\u2026","categories":["\u7d4c\u6e08"],"provider_url":"https://hatena.blog","blog_url":"https://himaginary.hatenablog.com/","width":"100%","title":"\u9ad8\u6b21\u5143\u306e\u30d5\u30a1\u30af\u30bf\u30fc\u30e2\u30c7\u30eb\u3068\u30d5\u30a1\u30af\u30bf\u30fc\u52d5\u7269\u5712","author_name":"himaginary","image_url":null,"blog_title":"himaginary\u2019s diary","type":"rich","height":"190","url":"https://himaginary.hatenablog.com/entry/20231008/High-Dimensional_Factor_Models_and_the_Factor_Zoo","author_url":"https://blog.hatena.ne.jp/himaginary/","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20231008%2FHigh-Dimensional_Factor_Models_and_the_Factor_Zoo\" title=\"\u9ad8\u6b21\u5143\u306e\u30d5\u30a1\u30af\u30bf\u30fc\u30e2\u30c7\u30eb\u3068\u30d5\u30a1\u30af\u30bf\u30fc\u52d5\u7269\u5712 - 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","provider_name":"Hatena Blog"}