Rise of Institutional Quantitative Asset Management

Author:

Michaud Richard O.

Publisher

Springer International Publishing

Reference29 articles.

1. Blin, J., and S. Bender. 1994. Arbitrage and the Structure of Risk: A Mathematical Analysis. Working Paper, APT, Inc.

2. Blin, J., S. Bender, and J.B. Guerard, Jr. 1997. Earnings Forecasts, Revisions and Momentum in the Estimation of Efficient Market-Neutral Japanese and U.S. Portfolios. In Research in Finance, ed. A. Chen, 15. Greenwich, CT: JAI Press.

3. Brinson, G., L.R. Hood, and G. Beebower. 1986. Determinants of Portfolio Performance. Financial Analyst Journal 42 (4): 39–44.

4. Fama, E.F., and K.R. French. 1992. The Cross-Section of Expected Stock Returns. Journal of Finance 47 (2): 427–446.

5. Fama, E.F., and K.R. French. 2014. A Five-Factor Asset Pricing Model. Journal of Financial Economics 116: 1–22.

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