Factor investing involves using factor models like CAPM and APT to predict individual security returns based on macroeconomic or other factors. Factor investing is a formulaic method for forecasting ...

The paper focuses on mutual fund returns from the Greek market. In particular, a set of linear multifactor models is estimated in search of the specification that most adequately describes the time ...

Researchers have explained how visual cortexes develop uniquely across the brains of different mammalian species. They have identified a single biological factor, the retino-cortical mapping ratio, ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper develops a new approach to estimating the degree of informality in an economy. It combines direct yet infrequent ...