How many factors are important in U.K. stock returns?

How many factors are really important in explaining the fluctuations of the yield curve?

Is Regime Switching in Stock Returns Important in Asset Allocations?

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Are Abnormal Yolk Sac Characteristics Important Factors in Abortion Rates?

Pricing When Underlying Stock Returns Are Discontinuous

The validity of the classic Black-Scholes option pricing formula dcpcnds on the capability of investors to follow a dynamic portfolio strategy in the stock that replicates the payoff structure to the option. The critical assumption required for such a strategy to be feasible, is that the underlying stock return dynamics can be described by a stochastic process with a continuous sample path. In ...

HOW MANY FACTORS ? 1 Question Number Two : How Many Factors ?

Exploratory factor analysis involves five key decisions. The second decision, how many factors to retain, is the focus of the current paper. Extracting too many or too few factors often leads to devastating effects on study results. The advantages and disadvantages of the most effective and/or most utilized strategies to determine the number of factors to extract will be explored. Equipped with...