Encyclopedia of financial models. Volume II
Record details
- ISBN: 9781118010334
- ISBN: 9781118010334
- ISBN: 1118010337
- ISBN: 1118539680
- ISBN: 9781118539682
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Physical Description:
1 online resource (1 volume) : illustrations
remote - Publisher: Hoboken, N.J. : Wiley, 2013.
Content descriptions
Bibliography, etc. Note: | Includes bibliographical references and index. |
Formatted Contents Note: | IS FORECASTING MARKETS WORTH THE EFFORT?KEY POINTS; NOTES; REFERENCES; Factor Models for Portfolio Construction; Factor Models; ARBITRAGE PRICING THEORY; TYPES OF FACTOR MODELS; FACTOR MODEL ESTIMATION; USE OF PRINCIPAL COMPONENTS ANALYSIS; KEY POINTS; REFERENCES; Principal Components Analysis and Factor Analysis; FACTOR MODELS; PRINCIPAL COMPONENTS ANALYSIS; FACTOR ANALYSIS; PCA AND FACTOR ANALYSIS COMPARED; KEY POINTS; REFERENCES; Multifactor Equity Risk Models and Their Applications; MOTIVATION; EQUITY RISK FACTOR MODELS; APPLICATIONS OF EQUITY RISK MODELS; KEY POINTS; NOTES; REFERENCES. |
Source of Description Note: | Online resource; title from PDF title page (Safari, viewed Apr. 25, 2013). |
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Genre: | Electronic books. Encyclopedias. |