---
title: Liquid Factor Models
url: https://www.ml-quant.com/papers/ssrn/4825468/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4825468
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4825468
featured: 2024-05-15
citations: 0
topic: Asset Pricing & Factors
---


# Liquid Factor Models

The author recommends using liquid instruments in factor models, arguing that they are more transparent, tradeable, and can surpass other factors while lowering hedging expenses.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4825468
- Identifier: SSRN 4825468
- Released: 2024-05-09
- First featured: Quant Letter No. 49 (2024-05-15): https://www.ml-quant.com/issues/2024-05-15/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Asset Pricing & Factors

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