s******e
发帖数: 696 | 1 I want to learn about multi-factor models and covariance matrix
tracking error, etc..
is this a good book?
i use barra, and i heard the author worked at barra | l**********t
发帖数: 5754 | 2 MSCI barra website's whitepaper & its quarterly technical publication have
more information about barra's model than this book. Call you barra support
at MSCI to get the login information. Actually, I don't recall this book
cover much multi-factor model at all. | q*****r
发帖数: 43 | 3 sure, this book has many details about multi-facotr model, strongly
recommend as a reference.
【在 s******e 的大作中提到】
: I want to learn about multi-factor models and covariance matrix
: tracking error, etc..
: is this a good book?
: i use barra, and i heard the author worked at barra
| m*******o
发帖数: 264 | 4 It's a pretty good book! The author from harvard worked in barra and now is
in BGI. You can learn a lot both in the theory and application. |
|
