TY  - ADVS
AU  - MacQueen,Jason
TI  - The structure of equity risk models
T2  - Quantitative financial risk management : fundamentals, models and techniques
PY  - 2007///
CY  - London
PB  - Henry Stewart Talks
KW  - Financial risk management
N1  - 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; Access restricted to subscribers
UR  - http://hstalks.com/lib.php?t=HST48.1308&c=250
UR  - http://hstalks.com/lib.php?t=HST48&c=250
ER  -