James Chen, CMT is an expert trader, investment adviser, and global market strategist. Andy Smith is a Certified Financial Planner (CFP®), licensed realtor and educator with over 35 years of diverse ...

The authors propose an application of Kelly et al's 2018 model combining regression-based betas with cross-sectional and time ...

This paper revisits the cross-sectional approach to the performance analysis of multifactor investment strategies. Its main contributions are threefold: first, the use of a cross-sectional projection ...

Citations: Jagannathan, Ravi, Zhenyu Wang. 1998. An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression. Journal of Finance. (4)1285-1309.

Business research methods function to collect and convert raw data into the information you must have to make good business decisions. However, while all small-business owners should work on ...