Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. I often hear from many of you that you know very little about investing. However, I find that most of you ...
The reported study operationalized the "fundamental law of active management" in the context of a factor-based performance attribution system. The system incorporates factor payoffs in the linear ...
We analyze boosting algorithms [Ann. Statist. 29 (2001) 1189–1232; Ann. Statist. 28 (2000) 337–407; Ann. Statist. 32 (2004) 407–499] in linear regression from a new perspective: that of modern ...