The structure of equity risk models [electronic resource] / Jason MacQueen.
Material type:
FilmPublisher number: 1308 | Henry Stewart TalksSeries: Henry Stewart talks. Marketing & management collection. Quantitative financial risk managementPublication details: London : Henry Stewart Talks, 2007.Description: 1 online resource (1 streaming video file (34 min.) : color, sound)Subject(s): Online resources: | Item type | Current library | Home library | Call number | Status | Date due | Barcode |
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Books
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Chinhoyi University of Technology Libraries | Chinhoyi University of Technology Libraries | Available |
Animated audio-visual presentations with synchronized narration.
Title from title frames.
Contents: Stock risk models for portfolio risk analysis -- Generic risk model data -- Betas and covariances -- Two significant choices about structure and their consequences for estimation error -- The impact on portfolio risk forecasts -- A short digression on stock selection -- Choosing factors -- Summary.
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