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Quantitative Equity Portfolio Management
Serving the factor modeling community since 6:36 PM on March 23, 2008
Friday, March 28, 2008
Fama French Data Source
The Fama French data
is fundamental to QEPM (the book), so I want my readers to know where to get that data. Just follow the link.
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Factor Model Information on the Web
Parameter Stability - Part 1
Parameter Stability - Part 2
Monthly Stock Returns
Fama French Data Source
QEPM (Start Here)
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All About Alpha
Bayesian Statistics - 1
Bayesian Statistics - 2
Humble Student of the Markets
Mathematica & Stable Distributions
Online Economics
StatSoft Statistics Textbook
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Advanced Portfolio Technologies
MSCI Barra
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Related to Factor Models
Hedge Fund Risk Modeling
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Practitioners Guide to Factor Models
The APT Approach
Why Factor Models Often Fail
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