Tang, Haoran (2024) An Investigation Into Several Factor Investment Models and its Practical Analysis——Modernization and Development of Factor Theory. In: Proceedings of the 5th International Conference on Economic Management and Model Engineering, ICEMME 2023, November 17–19, 2023, Beijing, China.
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Abstract
The factor theory is an investing theory that has undergone continuous revisions in recent times. This paper focuses on the construction and derivation of various factor models, compares the APT, CAPM, and multi-factor models, and concludes that factor models can be used to study the real stock mark
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 17:17 |
| Last Modified: | 17 Apr 2026 00:13 |
| URI: | http://eprints.eai.eu/id/eprint/47659 |
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