Linear Factor Models: Theory, Applications and Pitfalls
-
Published:2011
Issue:
Volume:
Page:
-
ISSN:1556-5068
-
Container-title:SSRN Electronic Journal
-
language:en
-
Short-container-title:SSRN Journal
Reference25 articles.
1. Global portfolio optimization;Litterman;Financial Analyst Journal,1992
2. Convex Optimization
3. Common risk factors in the returns on stocks and bonds;French ; Fama;Journal of Financial Economics,1993
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献