This Paperback Book item from Research Foundation of CFA Institute was reviewed on 3-Sep-2008.
Search ISBN:0943205247 offer from Abebooks or used books from Alibris. A Practitioner's Guide to Factor Models Reference Book. Classifications : General Business & Investing Subjects Books Paperback Mass Market Trade Binding (binding) Refinements Books Printed Books Format (feature_browse-bin) Refinements Books . Click the following link to view the cover of A Practitioner's Guide to Factor Models. Related topics: General. Subjects. Books. Paperback. Mass Market. Trade. Binding (binding). Refinements. Books. Printed Books. requestid: 862f253a-9eb8-448a-b58c-3d5368b04700
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1) Paperback Book A Practitioner's Guide to Factor Models by Research Foundation of CFA Institute. This monograph presents the work of three groups of experts addressing the use of single-factor models to explain security returns: Edwin Burmeister, Richard Roll, and Stephen Ross explain the basics of Arbitrage Pricing Theory and discuss the macroeconomic forces that are the underlying sources of risk; Edwin J. Elton and Martin J. Gruber present multi-index models and provide guidance on their reliability and usefulness; and Richard C. Grinold and Ronald N. Kahn address multiple-factor models for portfolio risk.¤ Page Updated: Robert N. Goolsby, 1-Oct-2008, 09432052479780943205243, 260-910-4X0-040-300-470-8 
A Practitioner's Guide to Factor Models, Book, Image © Research Foundation of CFA Institute
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