Portfolio Risk Analysis - Connor, Gregory, and Goldberg, Lisa R, and Korajczyk, Robert A

Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market ... Read More

Portfolio Risk Analysis 2010, Princeton University Press, Princeton, NJ

ISBN-13: 9780691128283