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Issue DateTitleAuthor(s)
Jul-2019Neural Networks Principal Component Analysis for Estimating the Generative Multifactor Model of Returns under a Statistical Approach to the Arbitrage Pricing Theory: Evidence from the Mexican Stock ExchangeLadrón de Guevara Cortés, Rogelio; Torra Porras, Salvador; Monte Moreno, Enric
31-Aug-2021Comparison of Statistical Underlying Systematic Risk Factors and Betas Driving Returns on EquitiesLadrón de Guevara Cortés, Rogelio; Torra Porras, Salvador; Monte Moreno, Enric
Jul-2014Estimation of the underlying structure of systematic risk using principal component analysis and factor analysisLadrón de Guevara Cortés, Rogelio; Torra Porras, Salvador