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Lecture 15: Factor Modeling
MIT OpenCourseWare
50
0
This lecture describes factor modeling, featuring linear, macroeconomic, fundamental, and statistical factor models, and principal components analysis. It is part of the "Topics in Mathematics with Applications in Finance" course.
Subjects Covered:
applied_math
financial_math
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Resource Details
Platform:MIT OpenCourseWare
Duration:50
Price:0
Category:Resources