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Resenha TDR UFRPE
Resenha TDR UFRPE
Modelo para resenha crítica da disciplina TDR do PADR UFRPE
Diego Firmino Costa da Silva
CV of Oliver Fabiyi
CV of Oliver Fabiyi
CV for french version Created with the Friggeri CV template
Oliver Fabiyi
CS 111 Homework 1 (Review Quiz)
CS 111 Homework 1 (Review Quiz)
template for homework1
cs111
Algorismia Teoria
Algorismia Teoria
Algorismia Teoria
Nil Fons Miret
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
Ismail Shaikh's Business CV
Ismail Shaikh's Business CV
Ismail Shaikh Business CV Created with the AltaCV template
Ismail Shaikh
Zhanysbek Ulbike's CV
Zhanysbek Ulbike's CV
Zhanysbek Ulbike's CV Created with the AltaCV template
Ulbike
Rihai Su's CV
Rihai Su's CV
a simple resume of mine
Rihai Su