Issues in Applying Financial Econometrics to Factor-Based Modeling in Investment Management

Journal of Portfolio Management, Special QES Issue 2016, Volume 42, No. 5, pp94-106.

Author(s):

Robert F. Engle

Sergio M. Focardi

Journal of Portfolio Management, Special QES Issue 2016, Volume 42, No. 5, pp94-106.

Type: Academic publication
Date: le 31/05/2016
Research Cluster : Finance
Source : Journal of Portfolio Management

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