Serges Darolles; Emmanuelle Jay; Patrick Duvaut

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SERGES DAROLLES; EMMANUELLE JAY; PATRICK DUVAUT
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Multi-factor Models and Signal Processing Techniques

Multi-factor Models and Signal Processing Techniques

Multi-factor Models and Signal Processing Techniques surveys the most widely used factor models employed in the realm of the financial asset pricing field. It offers a unique perspective on these models, using the concrete application of evaluating risks in the hedge fund industry to demonstrate that signal processing techniques can be an...
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