Jianqing Fan Frederick L. Moore '18 Professor of Finance

Off screen: Skip to content Off screen: Skip to search
Princeton University
Home
Jianqing Fan
Frederick L. Moore '18 Professor of Finance
Professor of Statistics and Machine Learning
Professor of Operations Research and Financial Engineering

Main Menu

  • Biography
  • Research
  • Publications
    • General
    • Finance
    • AI & ML
    • Computational Biology
    • Manuscripts
    • Software
  • Teaching
    • ORF 245
    • ORF 504/Fin 504
    • ORF 524
    • ORF 525
    • ORF 570
  • Students
  • Awards
  • Links
  • Google Scholar
  • Math Genealogy
  • Log in

Search

  1. Home
  2. The Elements of Financial Econometrics - Resources - Chapter 6

The Elements of Financial Econometrics - Resources - Chapter 6

  • 100_Portfolios_10x10_Daily.txt
  • data.xlsx
  • RiskFactors.csv
  • PCA.r
  • Fig61.pdf
  • Fig62.pdf
  • Fig63.pdf
  • Fig64.pdf
  • Fig65a.pdf
  • Fig65b.pdf
  • Fig66.pdf
  • Fig67.pdf

Footer

Operations Research & Financial Engineering
Sherrerd Hall, Charlton St, Princeton, NJ 08544
609-258-0100

  • Diversity & Non-Discrimination
  • Accessibility Help

© 2025 The Trustees of Princeton University

Princeton University