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coupled with observed share performance. (Since published financials may be questionable or the data may not be comparable over time, this model includes a factor based on an assessment by an
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to assess the potential performance and risk of company. There are various types of
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32:– statistical models, macroeconomic models and fundamental models. While
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employs several, that described below is of the latter type.
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Goldman Sachs asset management factor model -definition
59:). Specifically, the model incorporates the following:
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here uses company and industry attributes, as well as
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Goldman Sachs asset management factor model: Explained
18:Goldman Sachs asset management (GSAM) factor model
203:"Multi-Factor Strategies: A Look Under the Hood"
149:Peterson, Pamela P.; Fabozzi, Frank J. (2006).
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151:Analysis of financial statements
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22:quantitative investment model
215:Equity Factor Investing 101
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91:(B). Growth and momentum
55:performing traditional
94:i. Estimate revisions
234:Fundamental analysis
57:fundamental analysis
49:financial statements
128:Disappointment risk
153:. Hoboken: Wiley.
105:Sustainable growth
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63:(A). Value
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136:References
111:(C). Risk
68:Book/price
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