Danh mục

Linear Factor Models in Finance

Số trang: 299      Loại file: pdf      Dung lượng: 1.42 MB      Lượt xem: 15      Lượt tải: 0    
Thư Viện Số

Hỗ trợ phí lưu trữ khi tải xuống: 22,000 VND Tải xuống file đầy đủ (299 trang) 0
Xem trước 10 trang đầu tiên của tài liệu này:

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...
Nội dung trích xuất từ tài liệu:
Linear Factor Models in Finance

Tài liệu được xem nhiều: