Re: xiaoxue‘s review LIU CHEN WEI - 2012年04月11日 Wednesday 01:27 回帖数：0 1. It is a property of linear factor model. We should have a review of it. There is a paper in Chinese http://agc.ncue.edu.tw/text25-3.pdf2. the total variance is fixed. 永久链接 显示父帖