Re: xiaoxue‘s review 由LIU CHEN WEI發表於2012年 04月 11日(Wed) 01:27 Number of replies: 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. 永久鏈接 顯示上層文章