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宏观专题：因子投资与机器学习及业绩归因-20230323-华创证券

因子投资与机器学习及业绩归因前言。第十五期海外论文双周志聚焦因子投资，包括因子模型在机器学习发展背景下的研究进展以及因子投资的业绩归因。第一篇论文梳理了因子投资的经典模型，并介绍了机器学习在资产定价领域的最新进展，强调机器学习在解决高维实证资产定价模型中的重要作用；第二篇论文介绍了一种度量主动型对冲基金获取贝塔收益能力的指标 BA，发现主动型贝塔基金相比主动型阿尔法基金提供了更好的风险调整后收

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