A Practitioner's Guide to Factor Models - Softcover
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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- PublisherCFA Institute Research Foundation
- Publication date1994
- ISBN 10 1944960007
- ISBN 13 9781944960001
- BindingPaperback
- Number of pages98
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A Practitioner's Guide to Factor Models
Published by
CFA Institute Research Foundation
(1994)
ISBN 10: 1944960007
ISBN 13: 9781944960001
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Paperback
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Book Description Paperback. Condition: Brand New. 9.00x6.00x0.23 inches. In Stock. Seller Inventory # 1944960007
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