For various reasons, cross-sectional tests of linear factor models have employed the returns on portfolios of assets (as opposed to individual securities). There is a good deal of flexibility in how ...

The lambda value of the iteration history indicates that Newton steps can always be performed. Because no singular Hessian matrices (which can slow down the convergence rate considerably) are computed ...

This is a preview. Log in through your library . Abstract For the problem of linear prediction in the factor analysis model, the heuristic predictor suggested by Scott (1966) and the unbiased ...

You already know that the size of an enlargement is described by its scale factor. For example, a scale factor of 2 means that the side-lengths of the new shape are twice the side-lengths of the ...