Construct · 1 fields · 1 citations

factor zoo: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
factor zoo1 CONSTRUCTFactor zooCOCHRANE · ASSET PRICING

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Asset pricing

the proliferation of hundreds of claimed return-predicting factors, raising the question of which give independent information about average returns.

In asset pricing, factor zoo refers to the proliferation of hundreds of claimed return-predicting factors, raising the question of which give independent information about average returns. This meaning comes from Cochrane (2011) in The Journal of Finance.[1]

Unit
Recovery means
Measured by

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Nearby constructs

discount3 fields · 4 citationsjingle · one word, three constructsasset2 fields · 2 citationsjingle · one word, two constructsfactor3 fields · 4 citationsjingle · one word, three constructs

References

  1. Cochrane, J. H. (2011). Presidential Address: Discount Rates. The Journal of Finance, 66(4), 1047-1108. https://doi.org/10.1111/j.1540-6261.2011.01671.x

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