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CuriousMind
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Why minimum variance portfolio is used to construct factor models
@markleeds $D = diag( 1/\sigma_i^2 )$ where $\sigma_i$ is the stock specific variance. (variance can't be explained by the factor model)
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Why minimum variance portfolio is used to construct factor models
@KaiSqDist added some more information to the question
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Stripped treasury bond prices
@nbbo2 it seems a bit ambiguous .. the later line says some bonds might be stripped after inclusion in the index? How do I find the stripped bonds on Bloomberg though? they must come with a different sedol/cusip?
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Stripped treasury bond prices
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