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Lilyliting / 201804_Barrafactors

Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.

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201804_Barrafactors

Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.

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Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.

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Language:MATLAB 100.0%