Thông tin tài liệu:
Chris Adcock is Professor of Financial Econometrics in the University of Sheffield. His
career includes several years working in quantitative investment management in the
City and, prior to that, a decade in management science consultancy. His research
interests are in the development of robust and non-standard methods for modelling
expected returns, portfolio selection methods and the properties of optimized portfolios.
He has acted as an advisor to a number of asset management firms. He is the
founding editor of the European Journal of Finance.
George A. Christodoulakis is an academic with experience from the University of
Exeter, the Cass Business School of City University in London, the Technical...
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Linear Factor Models in Finance