Abstract

This paper covers practical issues involved in the construction of factor models for equities using macroeconomic data. The discussion provides a point of reference for users to evaluate models, as well as aiding those setting about creating such models. Decisions and problems encountered while building a model for Europe are highlighted.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.