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Search: subject:"Multifactor risk"
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1
Systematic and
multifactor
risk
models revisited
Fliess, Michel
;
Join, Cédric
-
HAL
-
2013
Systematic and
multifactor
risk
models are revisited via methods which were already successfully developed in signal …
Persistent link: https://www.econbiz.de/10010898688
Saved in:
2
Statistical risk models
Kakushadze, Zura
;
Yu, Willie
- In:
The journal of investment strategies
6
(
2017
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011668127
Saved in:
3
Application of multi factor risk model for estimating value-at-riskin Indian stock market
Kaur, Navneet
- In:
Indian journal of economics & business : IJEB
15
(
2016
)
1
,
pp. 115-133
Persistent link: https://www.econbiz.de/10011534327
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