In order to factor by grouping with a negative sign in the middle, meaning this symbol right here, we still have to group the first two terms and the last two terms together. The most important thing ...
Hierarchic and non-hierarchic grouping methods are compared and the reallocation property of the latter is identified as an important advantage as it overcomes the problem of chaining, which is ...
Two-pass cross-sectional regression (TPCSR) is frequently used in estimating factor risk premia. Recent papers argue that the common practice of grouping assets into portfolios to reduce the errors-in ...
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