Concepedia

Multiplicative Factor Models

Multiplicative Factor Models is a class of asset pricing models in which the return of a financial asset is expressed as a product of latent factors and their corresponding factor loadings, distinguishing it from additive models by capturing interactions among factors through multiplicative relationships.

119

Publications

5.8K

Citations

276

Authors

157

Institutions

Publications per year

2017–2026

14

Parents

Publications

119

Semiparametric Estimation of Random Effects Using the Cox Model Based on the EM Algorithm

John P. Klein · Biometrics · 1992 · 435 citations

, , +14

Multiplicative latent factor models for description and prediction of social networks

Peter D. Hoff · Computational and Mathematical Organization Theory · 2008 · 249 citations

, , +12

The decomposition of multitrait‐multimethod matrices

Michael W. Browne · British Journal of Mathematical and Statistical Psychology · 1984 · 225 citations

, , +6

Trends in AI inference energy consumption: Beyond the performance-vs-parameter laws of deep learning

Radosvet Desislavov, Fernando Martínez‐Plumed, José Hernández‐Orallo · Sustainable Computing Informatics and Systems · 2023 · 210 citations · Full text

, , +11

Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison

Jun Yu, Renate Meyer · Econometric Reviews · 2006 · 180 citations

, , +16

1–5 of 119

Authors

276

  1. EM
    Esfandiar Mohammadi

    Saarland University, Germany

    2 publications · 81 citations

    2

    h-index

  2. AJ
    Anthony J. Fitzgerald

    Hammersmith Hospital, United Kingdom

    2 publications · 45 citations

    2

    h-index

  3. JH
    José Hernández‐Orallo

    Universitat Politècnica de València, Spain

    2 publications · 253 citations

    2

    h-index

  4. FM
    Fernando Martínez‐Plumed

    Universitat Politècnica de València, Spain

    2 publications · 253 citations

    2

    h-index

  5. RC
    Robert Cudeck

    University of Minnesota, United States

    2 publications · 98 citations

    2

    h-index

1–5 of 276

Institutions

157

  1. Centre National de la Recherche Scientifique

    Paris, France

    4 h-index

    7 publications

    120 citations

  2. UCLouvain

    Louvain-la-Neuve, Belgium

    3 h-index

    5 publications

    173 citations

  3. The Ohio State University

    Columbus, United States

    2 h-index

    2 publications

    466 citations

  4. Saarland University

    Saarbrücken, Germany

    2 h-index

    9 publications

    391 citations

  5. Stanford University

    Stanford, United States

    2 h-index

    2 publications

    181 citations

  6. Purdue University West Lafayette

    West Lafayette, United States

    2 h-index

    3 publications

    232 citations

  7. University of Toronto

    Toronto, Canada

    2 h-index

    4 publications

    212 citations

  8. Istituto Nazionale di Fisica Nucleare, Sezione di Napoli

    Naples, Italy

    2 h-index

    2 publications

    39 citations

1–8 of 157

Venues

  1. 4

    h-index

  2. Journal of Marketing Research

    3 publications · 58 citations

    3

    h-index

  3. Journal of Animal Science

    3 publications · 79 citations

    3

    h-index

  4. PubMed

    Repository · 2 publications · 61 citations

    2

    h-index

  5. Journal of Econometrics

    2 publications · 107 citations

    2

    h-index

1–5