Multifactor Models : Examining the potential of signal processing techniques
Date
2011Dewey
Organisation et finances d'entrepriseSujet
Multifactor Models; signal processing techniques; Hedge fundsJEL code
G24; G12; G14Journal issue
IEEE Signal Processing MagazineVolume
28Number
5Publication date
2011Article pages
37-48Publisher
Institute of Electrical & Electronics EngineersCollections
Metadata
Show full item recordAuthor
Jay, Emmanuelle
Duvaut, Patrick
Darolles, Serge
Chretien, Arnaud