Model 2 was a second order

factor model measured by five underlying first-order factors that represented the five subscales of the PHCI.

E/P-augmented FF3 model is a four

factor model consisting of MKT, SMB, HML and HEMLE portfolios.

Before we focus on this issue, we describe alternative

factor models used in this research.

05), thereby indicating that the hierarchical

factor model showed a significantly better fit to the data.

When conducting a confirmatory factor analysis with a nested

factor model they concluded that the model fit was satisfactory for a general factor and three dimensions.

became a pioneer in the field of quantitative investing when he invented the first Expected Return

Factor Model, capitalizing on natural inefficiencies in the market.

However, studies carried out with the WISC-R on gifted children reached no conclusion, yielding mixed results, ranging from single

factor models to multivariate models.

To investigate the relationship between Five

Factor Model of Personality (FFM) and students' performance in medical college.

We establish this fact by drawing comparisons between the static

factor model for the CFNAI and several dynamic

factor models that include quarterly real GDP growth but differ from the Brauning and Koopman (2014) methodology in how they include it.

Capital Asset Pricing Model (CAPM), Inter-temporal Capital Asset Pricing Model (ICAPM), Arbitrage Pricing Theory (APT), Three and Four

Factor Model (TFM, FFM) to Seven

Factor Model.

One method to formalize the task of determining the maximum number of uncorrelated strategies to include in a global portfolio is the selection of the number of factors in a large-dimensional

Factor model.

s (2011) three

factor model is to offer an alternative approach to estimating expected returns?