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Website Value | $1346 |
Alexa Rank | 505706 |
Monthly Visits | 14946 |
Daily Visits | 499 |
Monthly Earnings | $74.73 |
Daily Earnings | $2.49 |
Country: United States
Metropolitan Area: San Francisco
Postal Reference Code: 94110
Latitude: 37.7506
Longitude: -122.4121
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Title: | Factor Investing – A Tutorial for Factor Models and | Could be improved |
Description: | Reference: http://ssrn.com/abstract=980865 The Volatility Effect Introduction The volatility effect arose from empirical evidence from Blitz (see paper in link above) that stocks with low volatility earn high risk-adjusted returns. In fact, they find that these risk-adjusted returns are higher | ![]() |
H1: | 10. The Volatility Anomaly – Blitz | Is it informative enough? |
H2: | Introduction | Is it informative enough? |
H3: | Data | Is it informative enough? |
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About – Factor Investing |
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This blog is meant for educational purposes only. I am curious in factor investing, and wanted to share my experiences learning about it with others. I wanted to put together a tutorial to teach others about it as well. If you have any questions, please comment! Thanks for visiting! Contact: jhobartkuhn at gmail dot com |
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0: An Introduction to Factor Models – Factor Investing |
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References: http://www.optimalam.com/blog/andrew-ang-factor-investing http://www.investopedia.com/articles/investing/112813/introduction-factor-investing.asp Introduction: Factor models attempt to decompose an et's risk/return characteristics into separate sources. The reason for doing so is so that investors can fully understand where an et's risk and return is coming from. In doing so, an investor might be able to diversify away the bits of the risk profile of… [censored]
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0: An Introduction to Factor Models |
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/1-a-single-factor-model/: | |
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1: A Single Factor Model – CAPM – Factor Investing |
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Single Factor Model: The single factor model is related to the Capital et Pricing Model (CAPM), which explains that investors need to be compensated for two main things: time value and risk. The time value portion of the return is captured by a risk-free rate. The risk of a security is captured by a risk measure… [censored]
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1: A Single Factor Model – CAPM |
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Single Factor Model: |
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/2-an- [censorship] essment-of-cross-sectional-tests-of-the-capm/: | |
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2: An essment of Cross-Sectional Tests of the CAPM – Factor Investing [censored]
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Description |
References: http://schwert.ssb.rochester.edu/f532/f532hw112.htm http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html https://github.com/hkuhn/multifactor-models.git This section will answer questions to a related homework set written by G. William Schwert, a professor of Finance and Statistics at Rochester. The code base exists on my github in section 2: Homework Set #1: 1a. Consider the cross-sectional regression: $latex R_{i} = gamma_{0} + gamma_{M} eta_{i,M} + epsilon_{i}$ where… |
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2: An essment of Cross-Sectional Tests of the CAPM [censored]
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Homework Set #1: |
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