小同学2019-10-27 16:49:31
老师您好,关于fundamental factor model中,知识框架图中表示其属于cross-sectional data,而时评老师的总结中说其属于time-series data。哪个说法是正确的?谢谢
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Peter F2019-10-28 14:05:58
同学,你好:这边给出 Fundamental factor models 定义供参考,摘自原版书,A multifactor model in which the factors are attributes of stocks or companies that are important in explaining cross-sectional differences in stock prices.
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