G. J. Alexander and W. F. Sharpe, Fundamentals of Investments, Prentice-Hall, Englewood Cliffs, NJ, 1989. Home/Search Document Not in Database Summary Related Articles Check |
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Selection Of Independent Factor Model In Finance - Chan, Cha (Correct)
....It has been used extensively in finance. Applications of factor model include portfolio construction, sensitivity analysis. Besides, theories, such as Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT) are built upon factor models. There are two approaches to factor models [2, 3, 4]. One is the fundamental approach which links the factors to some macro economic measurements, such as unexpected changes in the rate of inflation, interest rate, rate of return on a treasury bill etc. The sensitivities, fi s, are evaluated accordingly. However, it is very difficult to ....
A. Gordon, W. Sharp, and B. Jeffery, Fundamentals of investments, Prentice Hall, 1993.
Selection Of Independent Factor Model In Finance - Chan, Cha (2001) (Correct)
....It has been used extensively in finance. Applications of factor model include portfolio construction, sensitivity analysis. Besides, theories, such as Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT) are built upon factor models. There are two approaches to factor models [2, 3, 4]. One is the fundamental approach which links the factors to some macro economic measurements, such as unexpected changes in the rate of inflation, interest rate, rate of return on a treasury bill etc. The sensitivities, are evaluated accordingly. However, it is very difficult to ....
A. Gordon, W. Sharp, and B. Jeffery, Fundamentals of investments, Prentice Hall, 1993.
On-Line Difference Maximization - Kao, Tate (1999) (3 citations) (Correct)
....ranks, since they represent the rank of each item among the final set of n inputs. We assume that the inputs come from a probabilistic source such that all permutations of n final ranks are equally likely. The original motivation for this problem came from considering on line financial problems [2, 4, 7, 8, 9], where maximizing the difference between selected items naturally corresponds to maximizing the difference between the buying and selling prices of an investment. While we use generic terminology in order to generalize the setting (for example, we make a low selection rather than pick a buying ....
G. J. Alexander and W. F. Sharpe, Fundamentals of Investments, Prentice-Hall, Englewood Cliffs, NJ, 1989.
SIAM J. DISCRETE MATH. c fl 1998 Society for.. - On-Line Difference.. (Correct)
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G. J. Alexander and W. F. Sharpe, Fundamentals of Investments, Prentice-Hall, Englewood Cliffs, NJ, 1989.
The Prediction Performance of Independent Factor Models - Chan (2002) (Correct)
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A. Gordon, W. Sharp, and B. Jeffery. Fundamentals of investments. Prentice Hall, 1993.
Corporate-Wide Risk Management in Energy Business - Tirri (2001) (Correct)
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Alexander, G. J. & Sharpe, W. F. Fundamentals of investments. 1989, Prentice-Hall, Inc. ISBN 0-13-340134-0. 678 pages.
Democracy and National Economic Performance: The Search for.. - Quinn, Woolley (1998) (Correct)
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Alexander, Gordon J., and William F. Sharpe. 1989. Fundamentals of Investments. Englewood Cliffs, N.J.: Prentice-Hall.
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