OAS ANALYSIS -- MEASURING INTEREST RISK -- KEY POINTS -- NOTES -- The Active-Passive Decomposition Model for MBS -- PATH … PREPAYMENT SPEEDS -- DEFAULTS AND "INVOLUNTARY" PREPAYMENTS -- KEY POINTS -- NOTES -- Operational Risk -- Operational Risk … -- Operational Risk Defined -- OPERATIONAL RISK EXPOSURE INDICATORS -- CLASSIFICATION OF OPERATIONAL RISK -- KEY POINTS -- NOTES …

MULTIFACTOR CAPM: MERTON -- ARBITRAGE PRICING THEORY: ROSS -- ARBITRAGE, HEDGING, AND OPTION THEORY: BLACK, SCHOLES, AND MERTON … Portfolio Construction -- Factor Models -- ARBITRAGE PRICING THEORY -- TYPES OF FACTOR MODELS -- FACTOR MODEL ESTIMATION -- USE … -- REFERENCES -- Multifactor Equity Risk Models and Their Applications -- MOTIVATION -- EQUITY RISK FACTOR MODELS -- APPLICATIONS OF …

REGARDING THE CAPM -- TWO MEANINGS OF MARKET EFFICIENCY -- CAPM INVESTORS DO NOT GET PAID FOR BEARING RISK -- THE "TWO BETA … CONCEPTS -- MEASURING A PORTFOLIO'S EXPECTED RETURN -- MEASURING PORTFOLIO RISK -- PORTFOLIO DIVERSIFICATION -- CHOOSING A … -- KEY POINTS -- REFERENCES -- Capital Asset Pricing Models -- INTRODUCTION -- SHARPE-LINTNER CAPM -- ROY CAPM -- CONFUSIONS …

portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz … management Outlines effective analysis, optimization methods, and risk models In today's financial environment, you have to have … the skills to analyze, optimize and manage the risk of your quantitative equity investments. This guide offers you the …