
Be the first to like this
Slideshare uses cookies to improve functionality and performance, and to provide you with relevant advertising. If you continue browsing the site, you agree to the use of cookies on this website. See our User Agreement and Privacy Policy.
Slideshare uses cookies to improve functionality and performance, and to provide you with relevant advertising. If you continue browsing the site, you agree to the use of cookies on this website. See our Privacy Policy and User Agreement for details.
Published on
This presentation discusses the three most common ways to estimate a multifactor risk model, sheds some light on the numerous assumptions underlying the models, and provides some thoughts about how to address those assumptions to make the models better fit the real world. The Northfield hybrid risk model is discussed. Nonstationary volatility, correlation, clusters in volatility, the use of forwardlooking signals such as impliedvolatility and crosssectional dispersion, as well as the use of quantified news information to update risk forecasts are included.
Clipping is a handy way to collect and organize the most important slides from a presentation. You can keep your great finds in clipboards organized around topics.
Website:
www.TopReviewNetwork.com/theCBpassiveincomereview.html