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Multi-factor Models and Signal Processing Techniques surveys the most widely used factor models employed in the realm of the financial asset pricing field. It offers a unique perspective on these models, using the concrete applic ... celý popis
Angličtina
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Anotace knihy
Multi-factor Models and Signal Processing Techniques surveys the most widely used factor models employed in the realm of the financial asset pricing field. It offers a unique perspective on these models, using the concrete application of evaluating risks in the hedge fund industry to demonstrate that signal processing techniques can be an interesting alternative to the selection of factors, whether they are fundamental or statistical factors. More importantly, the book shows how the signal processing approach can provide more efficient estimation procedures based, for instance, on lq regularized Kalman Filtering.
Parametry knihy
Zařazení knihy Knihy v angličtině Technology, engineering, agriculture Electronics & communications engineering Communications engineering / telecommunications
3907 Kč
Angličtina
Osobní odběr Praha, Brno a 47531 dalších
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