Factor Analysis for Stock Performance
Factor models are very useful and popular models in finance. In this project, factor models are used to examine hidden patterns of relationships for a set of stocks. We calculate the weekly rates of return and analyze the correlation among those variables. We propose to use Principal Factor Analysis...
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Digital WPI
2005
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| Online Access: | https://digitalcommons.wpi.edu/etd-theses/694 https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=1693&context=etd-theses |