现行的计算方法大都属于单因子模式,即没有考虑其它因子对该因子的综合影响作用。
But the methods for calculation in present are generally single -index mode, which don't consider the influence of other indexes.
MVT以因子模式为中心,由于因子模式的本征向量解法求解不唯一或称误差太大,使得MVT给人一种人造数据的印象。
MVT based on the factor model has a suspect of "artificial data", because the solution derived from the algorithm of eigenvectors is not unique or with too great uncertainty.
MVT以因子模式为中心,由于因子模式的本征向量解法求解不唯一或称误差太大,使得MVT给人一种人造数据的印象。
MVT based on the factor model has a suspect of "artificial data", because the solution derived from the algorithm of eigenvectors is not unique or with too great uncertainty.
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