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Category:The Elements of Financial Econometrics (计量金融精要)

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WebAsset Returns The primary goal of investing in a -nancial market is to make pro-ts without taking excessive risks. Most common investments involve purchasing -nancial assets such as stocks, bonds or bank deposits, and holding them for certain periods. Wallets out, chips in, cards up… we gather around the table to share some of our favourite accessories. Photographer Andres Reynaga and ...

Web6.3.5 Absence of a risk-free asset258 6.4 Macroeconomic variables as factors260 6.5 Selection of factors261 6.5.1 Principal component analysis262 6.5.2 Factor analysis267 6.6 Exercises269 Chapter7 Portfolio Allocation and Risk Assessment272 7.1 Risk assessment of large portfolios272 7.1.1 Stability of a portfolio273 WebFeb 24, 2011 ·

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