{"categories":["\u7d4c\u6e08"],"url":"https://himaginary.hatenablog.com/entry/20241001/AIPT","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20241001%2FAIPT\" title=\"APT\u304b\u300cAIPT\u300d\u304b\uff1f\u3000\u5927\u898f\u6a21\u30d5\u30a1\u30af\u30bf\u30fc\u30e2\u30c7\u30eb\u306e\u9a5a\u304f\u3079\u304d\u512a\u4f4d\u6027 - 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>","width":"100%","image_url":null,"published":"2024-10-01 23:59:00","author_url":"https://blog.hatena.ne.jp/himaginary/","author_name":"himaginary","provider_name":"Hatena Blog","type":"rich","height":"190","description":"\u3068\u3044\u3046NBER\u8ad6\u6587\u304c\u4e0a\u304c\u3063\u3066\u3044\u308b\uff08H/T \u30bf\u30a4\u30e9\u30fc\u30fb\u30b3\u30fc\u30a8\u30f3\u3001ungated(SSRN)\u7248\uff09\u3002\u539f\u984c\u306f\u300cAPT or \u201cAIPT\u201d? The Surprising Dominance of Large Factor Models\u300d\u3067\u3001\u8457\u8005\u306fAntoine Didisheim\uff08\u30e1\u30eb\u30dc\u30eb\u30f3\u5927\uff09\u3001Shikun (Barry) Ke\uff08\u30a4\u30a7\u30fc\u30eb\u5927\uff09\u3001Bryan T. Kelly\uff08\u540c\uff09\u3001Semyon Malamud\uff08Swiss Finance Institute\uff09\u3002 \u4ee5\u4e0b\u306f\u672c\u6587\u306e\u5c0e\u5165\u90e8\u3002 Ross's (1976) APT conjectures that a small number of common \u2026","title":"APT\u304b\u300cAIPT\u300d\u304b\uff1f\u3000\u5927\u898f\u6a21\u30d5\u30a1\u30af\u30bf\u30fc\u30e2\u30c7\u30eb\u306e\u9a5a\u304f\u3079\u304d\u512a\u4f4d\u6027","blog_title":"himaginary\u2019s diary","blog_url":"https://himaginary.hatenablog.com/","version":"1.0","provider_url":"https://hatena.blog"}