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FactorModel 多因子模型的相关文献

References for factor model.

入门必读多因子模型相关文献。

There are some quite classical references that helps you understand and get started to build a factor model for financial market.

尤其推荐的两篇是:

  • 20170615-国泰君安-数量化专题之九十三:基于短周期价量特征的多因子选股体系
  • 华泰多因子模型体系初探

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