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Linear Factor Models in Finance - Book

Linear Factor Models in Finance - Book

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Published by TraderCat Solaris
Linear Factor Models in Finance

Elsevier Finance

aims and objectives
• • • • • • books based on the work of financial market practitioners, and academics presenting cutting edge research to the professional/practitioner market combining intellectual rigour and practical application covering the interaction between mathematical theory and financial practice to improve portfolio performance, risk management and trading book performance covering quantitative techniques

market
Brokers/Traders; Ac
Linear Factor Models in Finance

Elsevier Finance

aims and objectives
• • • • • • books based on the work of financial market practitioners, and academics presenting cutting edge research to the professional/practitioner market combining intellectual rigour and practical application covering the interaction between mathematical theory and financial practice to improve portfolio performance, risk management and trading book performance covering quantitative techniques

market
Brokers/Traders; Ac

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Published by: TraderCat Solaris on Jun 26, 2010
Copyright:Attribution Non-commercial

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11/26/2012

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Linear Factor Models in Finance
 
Elsevier Finance
aims and objectives
books based on the work of financial market practitioners, and academics
presenting cutting edge research to the professional/practitioner market
combining intellectual rigour and practical application
covering the interaction between mathematical theory and financial practice
toimproveportfolioperformance,riskmanagementandtradingbookperformance
covering quantitative techniques
market
Brokers/Traders; Actuaries; Consultants; Asset Managers; Fund Managers; Regu-lators; Central Bankers; Treasury Officials; Technical Analysts; and Academics forMasters in Finance and MBA market.
series titles
Return Distributions in FinanceDerivative Instruments: theory, valuation, analysisManaging Downside Risk in Financial Markets: theory, practice & implementationEconomics for Financial MarketsPerformance Measurement in Finance: firms, funds and managersReal R&D OptionsForecasting Volatility in the Financial MarketsAdvanced Trading RulesAdvances in Portfolio Construction and ImplementationComputational FinanceLinear Factor Models in Finance
series editor
Dr Stephen Satchell
Dr Satchell is the Reader in Financial Econometrics at Trinity College, Cambridge;Visiting Professor at Birkbeck College, City University Business School and Universityof Technology, Sydney. He also works in a consultative capacity to many firms, andedits the journal
Derivatives: use, trading and regulations
and the
Journal of Asset Management 
.

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