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Home > Financial Information Sources > Financial Modeling > Linear Factor Models in Finance

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Linear Factor Models in Finance

John Knight, Stephen Satchell (editors)
Quantitative Finance Series
Oxford, UK: Butterworth-Heinemann, 2005
282pp, ISBN: 978-0-7506-6006-8

This is a detailed exploration of one of the most widely used techniques for asset pricing, a central tenet in modern investment theory. It examines its impact on the pricing of stocks, bonds, options, futures, and derivatives, and appraises asset valuation, portfolio theory and applications, dynamic asset allocation strategies, portfolio performance measurement, risk management, international perspectives, and the use of derivatives.

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