Systematic and multifactor risk models revisited

12/18/2013
by   Michel Fliess, et al.
0

Systematic and multifactor risk models are revisited via methods which were already successfully developed in signal processing and in automatic control. The results, which bypass the usual criticisms on those risk modeling, are illustrated by several successful computer experiments.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset