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Curriculim Vitae Arles Bustamante Reyes
Curriculim Vitae Arles Bustamante Reyes
Curriculim Vitae Arles Bustamante Reyes Created with the Friggeri CV template.
Arles
Best of the Best: A Comparison of Factor Models
Best of the Best: A Comparison of Factor Models
We compare major factor models and find that the Stambaugh and Yuan (2016) four-factor model is the overall winner in the time-series domain. The Hou, Xue, and Zhang (2015) q-factor model takes second place and the Fama and French (2015) five-factor model and the Barillas and Shanken (2018) six-factor model jointly take third place. But the pairwise cross-sectional R2 and the multiple model comparison tests show that the Hou, Xue, and Zhang (2015) q-factor model, the Fama and French (2015) five-factor and four-factor models, and the Barillas and Shanken (2018) six-factor model take equal first place in the horse race.
Shamim Ahmed, Ziwen Bu, Daniel Tsvetanov
CV of Oliver Fabiyi
CV of Oliver Fabiyi
CV for french version Created with the Friggeri CV template
Oliver Fabiyi
CV Arles Bustamante
CV Arles Bustamante
Arles Bustamante's CV Created with the AltaCV template.
Arles Bustamante
供应链管理大作业
供应链管理大作业
物管1601-0121618990120
郭洋
Rishi Shah's Résumé
Rishi Shah's Résumé
Rishi Shah's Résumé Created with the CV for Freshers template.
Rishi Shah