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Active and Passive Portfolio Management with Latent Factors

The dataset used in this paper is a market model with a latent factor driving asset growth rates.

Data and Resources

Cite this as

Ali Al-Aradi, Sebastian Jaimungal (2024). Dataset: Active and Passive Portfolio Management with Latent Factors. https://doi.org/10.57702/fazntsxo

DOI retrieved: December 16, 2024

Additional Info

Field Value
Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.1903.06928
Author Ali Al-Aradi
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Sebastian Jaimungal