Factor Models and General Definition
Date
2013Dewey
Economie financièreSujet
arbitrage pricing theory (APT); capital asset pricing model (CAPM); factor models; Finance; Sharpe's market modelJEL code
C.C3.C30; G.G1.G11; G.G1.G12Book title
Multi-factor models and signal processing techniques: application to quantitative financeAuthor
Darolles, Serge; Duvaut, Patrick; Jay, EmmanuellePublisher
ISTE ; J. WileyPublisher city
London ; Hoboken, NJYear
2013Pages number
184ISBN
978-1-84821-419-4Collections
Metadata
Show full item recordAuthor
Darolles, Serge
1032 Dauphine Recherches en Management [DRM]
Duvaut, Patrick
Jay, Emmanuelle