Linear regression where the inputs are the representations of stocks and assets as factors, often based but not limited to economical measures such as market cap, etc, and with output the demeaned stock returns ( see Demeaned random variable ).
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Linear regression where the inputs are the representations of stocks and assets as factors, often based but not limited to economical measures such as market cap, etc, and with output the demeaned stock returns ( see Demeaned random variable ).