Spectral factor model and risk analysis

Spectral factor model and risk analysis

Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2016. === Cataloged from PDF version of thesis. === Includes bibliographical references (pages 69-70). === In this paper, we apply spectral analysis tools to portfolio management. Recog...

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Bibliographic Details
Main Author: Kim, Dongyoung, M. Eng. Massachusetts Institute of Technology
Other Authors: Andrew W. Lo.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2016
Subjects:
Electrical Engineering and Computer Science.
Online Access:http://hdl.handle.net/1721.1/106115

Internet

http://hdl.handle.net/1721.1/106115

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