Krahasoni metodat

	Faktorët kryesorë të rrezikut	Regresioni me Mënyrën më të Vogël të Katrorëve (OLS)
Fusha	Financë	Ekonometri
Familja	Regression model	Regression model
Viti i origjinës	1991	2019
Krijuesi	Litterman & Scheinkman (bond-return factors); Connor & Korajczyk (statistical APT factors)	Wooldridge (textbook treatment); classical least squares
Lloji	Statistical factor model (dimension reduction)	Linear regression
Burimi themelues	Litterman, R. & Scheinkman, J. (1991). Common Factors Affecting Bond Returns. Journal of Fixed Income, 1(1), 54-61.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Emërtime të tjera	risk factor PCA, return covariance decomposition, statistical factor model, Risk Faktörü PCA (Getiri Kovaryans Ayrışımı)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Të lidhura	5	5
Përmbledhja	Risk Factor PCA is a dimension-reduction method that decomposes the return covariance matrix of many assets into a small set of orthogonal principal components interpreted as systematic risk factors. Litterman and Scheinkman (1991) used it to show that bond returns are driven by a few common factors, and Connor and Korajczyk (1988) developed the statistical-factor interpretation for the APT.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).