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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
Teorema de Morley
Teorema de Morley
Demonstração do teorema de Morley
luiz
Nice Arabic Book Template
Nice Arabic Book Template
mathbook in Arabic
m.bitar
Math 333  F19 Weekly Homework Template
Math 333 F19 Weekly Homework Template
Weekly homework template for use by MATH 333 students at Hood College.
Jill Tysse
On Proving the Integral Definition of the Gamma Function for Non-Negative Real Numbers
On Proving the Integral Definition of the Gamma Function for Non-Negative Real Numbers
A proof of the improper integral that defines the gamma function that I have derived for \(R \geq 0\).
Ivan V. Morozov
Math 302 HW 0 - B. Rodriguez
Math 302 HW 0 - B. Rodriguez
HW 0
Breanna Rodriguez
Class Template for 315 Writeups
Class Template for 315 Writeups
For Dr. Dunmyre's Math 315 Class.
Justin Dunmyre
Integral of Inverse Exponential Logarithmic Function from Zero to Infinity
Integral of Inverse Exponential Logarithmic Function from Zero to Infinity
A proof of an integral over the interval from 0 to infinity of the function \(\frac{1}{x^{\ln x}}\) that I have derived.
Ivan V. Morozov
Homework 0 MHF 2191
Homework 0 MHF 2191
Homework 0
Stephen Rigo

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