AIMR Books
A Practitioner'S Guide To Factor Models
By STEPHEN A ROSS, Richard Roll, Edwin J. Elton, AIMR, Edwin Burmeister, Martin J. Gruber, Institute Of Chartered Financial Analysts. Research Foundation, Richard Grinold And Ronald N. Kahn
This monograph presents the work of three groups of experts addressing the use of single-factor models to explain security returns: Edwin Burmeister, Richard Roll, and Stephen Ross explain the basi...
Read More