How Many Factors? Does Adding Momentum and Volatility Improve Performance?
نویسندگان
چکیده
منابع مشابه
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...
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ژورنال
عنوان ژورنال: Journal of Business Accounting and Finance Perspectives
سال: 2020
ISSN: 2603-7475
DOI: 10.35995/jbafp2010005