Phân tích tư tưởng của nhân dân qua đoạn thơ: Những người vợ nhớ chồng… Những cuộc đời đã hóa sông núi ta trong Đất nước của Nguyễn Khoa Điềm
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The papers of Long and Merton suggested interest rates and infla-
tion as risk factors, but their models did not fully specify what all the
hedge portfolios should be, or how many there should be. The APT
specifies the factors only in a loose statistical sense. This leaves it up to
empirical research to identify the risk factors or hedge portfolios. Chen
et al. (1986) empirically evaluated several likely economic factors, and
Chen et al. (1987) used these in an evaluation of equity mutual funds.
Connor and Korajczyk (1988) showed how to extract statistical fac-
tors from stock returns in a fashion theoretically consistent with the
APT, and Connor...
Nội dung trích xuất từ tài liệu:
STRUCTURING ISRAEL’S SOVEREIGN INVESTMENT FUND
