Modeling Financial Markets: Factors and Principal Components in Finance - Maple Application Center
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Modeling Financial Markets: Factors and Principal Components in Finance

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: Dr. Alejandro Reynoso
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This Maple document explores factors and principal components in finance. Topics include:

  • The Fama-French Approach to Investments
  • Reverse Engineering of French-Fama's Model
  • Principal Components, Factor Analysis and Factor Loadings

This is part 28 of a 45-document course on Modeling Financial Markets. 

Application Details

Publish Date: July 19, 2022
Created In: Maple 2015
Language: English
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finance

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