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Quantitative Equity Portfolio Management

Serving the factor modeling community since 6:36 PM on March 23, 2008

Friday, March 28, 2008

Parameter Stability - Part 2

Posted by George Wolfe at 6:55 PM

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Blog Archive

  • ▼  2008 (14)
    • ►  May (1)
    • ►  April (7)
    • ▼  March (6)
      • Factor Model Information on the Web
      • Parameter Stability - Part 1
      • Parameter Stability - Part 2
      • Monthly Stock Returns
      • Fama French Data Source
      • QEPM (Start Here)

Links I Like

  • All About Alpha
  • Bayesian Statistics - 1
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  • Humble Student of the Markets
  • Mathematica & Stable Distributions
  • Online Economics
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  • Wolfram MathWorld

Factor Model Providers

  • Advanced Portfolio Technologies
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  • Northfield Information Services
  • Wilshire Associates

Related to Factor Models

  • Hedge Fund Risk Modeling
  • Papers on APT & Factor Models
  • Practitioners Guide to Factor Models
  • The APT Approach
  • Why Factor Models Often Fail