منابع مشابه
Systematic and multifactor risk models revisited
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. Michel Fliess LIX (CNRS, UMR 7161), École polytechnique, 91128 Palaiseau, France. e-mail: Michel.Fliess@polytech...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2016
ISSN: 1556-5068
DOI: 10.2139/ssrn.2722093