Articles — Math

We compare major factor models and find that the Stambaugh and Yuan (2016) four-factor model is the overall winner in the time-series domain. The Hou, Xue, and Zhang (2015) q-factor model takes second place and the Fama and French (2015) five-factor model and the Barillas and Shanken (2018) six-factor model jointly take third place. But the pairwise cross-sectional R2 and the multiple model comparison tests show that the Hou, Xue, and Zhang (2015) q-factor model, the Fama and French (2015) five-factor and four-factor models, and the Barillas and Shanken (2018) six-factor model take equal first place in the horse race.

Demonstração do teorema de Morley

A proof of the improper integral that defines the gamma function that I have derived for \(R \geq 0\).

A proof of an integral over the interval from 0 to infinity of the function \(\frac{1}{x^{\ln x}}\) that I have derived.

MATH3004 Fall 2019 HW 01

Analysis of Algorithms Problem Set 1

Discrete maths for students of mathfac hse 19-23

weekly homework

Proof for 2.17 and 2.22.