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Quantitative Equity Portfolio Management

Serving the factor modeling community since 6:36 PM on March 23, 2008

Wednesday, May 28, 2008

I've been busy with other projects for the past few weeks. I'll resume posting within a week.
Posted by George Wolfe at 2:06 PM

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Blog Archive

  • ▼  2008 (14)
    • ▼  May (1)
      • I've been busy with other projects for the past fe...
    • ►  April (7)
      • Thoughts on Parameter Stability
      • Parameter Stability - 3
      • Parameter Stability - 2
      • Parameter Stability - 1
      • IBM vs the Fama French Market Factor
      • A Gentle Introduction to Factor Models
      • Bayesian Statistics + factor models = Alpha Mojo
    • ►  March (6)
      • 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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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