---
title: Linear Factor Model Properties
url: https://www.ml-quant.com/papers/ssrn/4933856/
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 4933856
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4933856
featured: 2024-08-28
citations: unknown
topic: Asset Pricing & Factors
---


# Linear Factor Model Properties

The study of conditional linear factor models in asset pricing shows that the efficient portfolio of an unbalanced panel can be represented by low-dimensional factor portfolios, focusing on conditional means and covariances.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4933856
- Identifier: SSRN 4933856
- Released: 2024-08-22
- First featured: Quant Letter No. 63 (2024-08-28): https://www.ml-quant.com/issues/2024-08-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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