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Comments on: PCA Factors vs. Fama-French Factors
http://www.calculatinginvestor.com/2013/03/18/pca-factors-vs-fama-french-factors/
Fri, 06 May 2016 04:24:44 +0000
hourly
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By: David Brown
http://www.calculatinginvestor.com/2013/03/18/pca-factors-vs-fama-french-factors/#comment-310756
Fri, 06 May 2016 04:24:44 +0000http://www.calculatinginvestor.com/?p=4537#comment-310756I thoroughly enjoyed your two posts. This was well written, well coded and a fascinating endeavor. The Fama and French library can be daunting at first glance, so from that point of view this is a lovely resource for the sake of understanding their motivations.
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