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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
Nice Arabic Book Template
Nice Arabic Book Template
mathbook in Arabic
m.bitar
MCM template NEUQ
MCM template NEUQ
Math­e­mat­i­cal Con­test in Model­ing (MCM) and In­ter­dis­ci­plinary Con­test in Model­ing (ICM) template template for Northeastern University at Qinhuangdao (NEUQ)The updated original mcmthesis template can be found here.
Modified for NEUQ based on the original mcmthesis class by Liam Huang, Zhaoli Wang
CS330 - Assignment Template
CS330 - Assignment Template
Assignment Template for CS330 - Introduction to Operating Systems
Andre dos Santos
Proof Portfolio Template
Proof Portfolio Template
Proof Portfolio Template for UConn Math 2710W Section 1, Spring 2019. Written by Katie Hall and Erin Rizzie.
Katie Hall
practica 1
practica 1
Template for the class practice 1.
MSc. Fausto M. Lagos S.
Ximera Activity
Ximera Activity
A template Ximera activity.
Bart Snapp and Jim Fowler
Bilangan Imajiner : Sejarah dan Filosofinya
Bilangan Imajiner : Sejarah dan Filosofinya
Sejarah matematika tidak bisa dilepaskan dari penemuan dan pengembangan bilangan imajiner. Saat ini bilangan imajiner masih digunakan secara luas dalam berbagai bidang, baik untuk keperluan teoritis maupun praktis. Tetapi sedikit orang yang mengetahui kisah dibalik pengembangan bilangan ini yang telah dipenuhi dengan petualangan dan teka-teki. Juga tidak banyak orang yang mengetahui persentuhan penting bilangan imajiner (atau bilangan kompleks) dengan Landasan Matematika, yang memiliki kaitan penting dengan teori filsafat, ilmu logika dan uraian latar belakang sejarahnya.
Hilman Permana Alisabana
CWU Math335 Article Summary
CWU Math335 Article Summary
A template file with example citations for Math 335's article summary assignment at Central Washington University.
Jean Marie Linhart

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