Systematic and multifactor risk models revisited
Year of publication: |
2013-12
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Authors: | Fliess, Michel ; Join, Cédric |
Institutions: | HAL |
Subject: | Systematic risk | market risk | multifactor risk | beta | alpha | trend | volatility | nonstandard analysis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | View the original document on HAL open archive server: http://hal-polytechnique.archives-ouvertes.fr/hal-00920175 Published - Presented, First Paris Financial Management Conference, 2013, Paris, France |
Source: |
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