Are there multiple independent risk anomalies in the cross section of stock returns?
Using multivariate portfolio sorts, firm-level cross-sectional regressions and spanning tests, this paper shows that, in the cross section of stock returns,
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Using multivariate portfolio sorts, firm-level cross-sectional regressions and spanning tests, this paper shows that, in the cross section of stock returns,
Customer experience professionals can adapt Lean Six Sigma principles to improve CX programs. Here's how.
In this paper the authors propose a framework to address the issue of customer churn prediction, and they quantify customer values with the use of an improved
This paper presents a stochastic optimization framework for integrating time-varying factor covariance models in a risk-based portfolio optimization setting.
This paper proposes a methodology for estimating loss given default (LGD) that accounts for small default sample sizes.