Dataset Groups Activity Stream 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. BibTex: @dataset{Ali_Al-Aradi_and_Sebastian_Jaimungal_2024, abstract = {The dataset used in this paper is a market model with a latent factor driving asset growth rates.}, author = {Ali Al-Aradi and Sebastian Jaimungal}, doi = {10.57702/fazntsxo}, institution = {No Organization}, keyword = {'Latent Factors', 'Market Model', 'Portfolio Optimization'}, month = {dec}, publisher = {TIB}, title = {Active and Passive Portfolio Management with Latent Factors}, url = {https://service.tib.eu/ldmservice/dataset/active-and-passive-portfolio-management-with-latent-factors}, year = {2024} }
