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- 2011-7-2
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- 2016-4-18
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| In the capital mrkts expectations section, is anybody understanding the way the CFAI txtbook calculates covariance using multifactor models? What a mess. Why multifactor model "filter" out noise and simplify task of estimating covariance? Thanks in advance |
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发表于 2011-7-13 17:04
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