Concepedia

Statistical Factor Models

Statistical Factor Models is a quantitative method in factor analysis that identifies latent risk factors by applying statistical techniques to asset return data, distinguishing itself from fundamental or economic factor models through its data-driven approach to factor extraction without relying on predefined economic theories.

455

Publications

41.4K

Citations

1K

Authors

550

Institutions

Publications per year

2017–2026

111

Parents

Publications

455

Factor Analysis and AIC

Hirotugu Akaike · Psychometrika · 1987 · 5.2K citations

, , +7

Evidence for a Collective Intelligence Factor in the Performance of Human Groups

Anita Williams Woolley, Christopher F. Chabris, Alex Pentland et al. · Science · 2010 · 2.6K citations

, , +17

A practical and theoretical guide to measurement invariance in aging research

John L. Horn, John J. McArdle · Experimental Aging Research · 1992 · 1.6K citations

, , +17

Factor Analysis as a Statistical Method.

A. Basilevsky, D. N. Lawley, Annette E. Maxwell · Journal of the Royal Statistical Society Series D (The Statistician) · 1972 · 1.5K citations

, , +11

Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing

Bruce D. Grundy, J. Spencer Martin · Review of Financial Studies · 2001 · 1K citations

, , +17

1–5 of 455

Authors

1K

  1. AE
    Annette E. Maxwell

    University of California, Los Angeles, United States

    12 publications · 3.4K citations

    12

    h-index

  2. DN
    D. N. Lawley

    University of Edinburgh, United Kingdom

    10 publications · 2.9K citations

    10

    h-index

  3. JF
    Jianqing Fan

    Princeton University, United States

    8 publications · 369 citations

    8

    h-index

  4. MP
    Markus Pelger

    Stanford University, United States

    6 publications · 666 citations

    6

    h-index

  5. OD
    Olivier Darné

    Nantes Université, France

    5 publications · 189 citations

    5

    h-index

1–5 of 1K

Institutions

550

  1. University of Chicago

    Chicago, United States

    11 h-index

    13 publications

    1.3K citations

  2. Princeton University

    Princeton, United States

    10 h-index

    16 publications

    1.3K citations

  3. National Bureau of Economic Research

    Cambridge, United States

    10 h-index

    11 publications

    576 citations

  4. University of Michigan

    Ann Arbor, United States

    8 h-index

    9 publications

    1.1K citations

  5. Centre for Economic Policy Research

    London, United Kingdom

    8 h-index

    8 publications

    358 citations

  6. Stanford University

    Stanford, United States

    8 h-index

    9 publications

    835 citations

  7. Columbia University

    New York, United States

    7 h-index

    8 publications

    1.7K citations

  8. European Central Bank

    Frankfurt am Main, Germany

    7 h-index

    9 publications

    567 citations

1–8 of 550

Venues

  1. SSRN Electronic Journal

    Repository · 52 publications · 1.9K citations

    24

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 12 publications · 669 citations

    11

    h-index

  3. Journal of Econometrics

    9 publications · 684 citations

    9

    h-index

  4. 8

    h-index

  5. Multivariate Behavioral Research

    MBR · 8 publications · 1.7K citations

    8

    h-index

1–5