Fundamental Factor Models and Macroeconomic Risks - An Orthogonal Decomposition

2019 ◽  
Author(s):  
Christopher Adcock ◽  
Wolfgang Bessler ◽  
Thomas Conlon
Keyword(s):  
Factor Models ◽  
Orthogonal Decomposition ◽  
Fundamental Factor ◽  
Macroeconomic Risks

scholarly journals Macroeconomic risks and characteristic-based factor models

2010 ◽  
Vol 34 (6) ◽  
pp. 1383-1399 ◽  
Author(s):  
Kevin Aretz ◽  
Söhnke M. Bartram ◽  
Peter F. Pope
Keyword(s):  
Factor Models ◽  
Macroeconomic Risks

scholarly journals Macroeconomic Risks and Characteristic-Based Factor Models

2006 ◽  
Author(s):  
SShnke M. Bartram ◽  
Kevin Aretz ◽  
Peter F. Pope
Keyword(s):  
Factor Models ◽  
Macroeconomic Risks

scholarly journals Fundamental Factor Models Using Machine Learning

2018 ◽  
Vol 08 (01) ◽  
pp. 111-118 ◽  
Author(s):  
Seisuke Sugitomo ◽  
Shotaro Minami
Keyword(s):  
Machine Learning ◽  
Factor Models ◽  
Fundamental Factor
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