MacQueen, Jason, <br/><br/>
The structure of equity risk models  [electronic resource] / 
Jason MacQueen. 
 - London :  Henry Stewart Talks,  2007. 
 - 1 online resource (1 streaming video file (34 min.) :  color, sound). 
 - Quantitative financial risk management : fundamentals, models and techniques .
 - Henry Stewart talks.  Marketing & management collection.  Quantitative financial risk management .
<br/><br/> Animated audio-visual presentations with synchronized narration.  Title from title frames. 
<br/><br/>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. 
<br/><br/> Access restricted to subscribers. 
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<br/><br/><label>Publisher. No.: </label>1308  Henry Stewart Talks 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Financial risk management.