A Practitioner's Guide to Factor Models - Softcover

The Research Foundation Of The Institute Of Chartered Financial Analysts

 
9781944960001: A Practitioner's Guide to Factor Models
Softcover
ISBN 10: 1944960007 ISBN 13: 9781944960001
Verlag: CFA Institute Research Foundation, 1994

Inhaltsangabe

This monograph presents the work of three groups of experts addressing the use of single-factor models to explain security returns: Edwin Burmeister, Richard Roll, and Stephen Ross explain the basics of Arbitrage Pricing Theory and discuss the macroeconomic forces that are the underlying sources of risk; Edwin J. Elton and Martin J. Gruber present multi-index models and provide guidance on their reliability and usefulness; and Richard C. Grinold and Ronald N. Kahn address multiple-factor models for portfolio risk.

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Verlag
CFA Institute Research Foundation
Erscheinungsdatum
1994
Sprache
Englisch
ISBN 10 
1944960007
ISBN 13 
9781944960001
Einband
Taschenbuch
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