skip to main | skip to sidebar

Quantitative Equity Portfolio Management

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

Wednesday, May 28, 2008

I've been busy with other projects for the past few weeks. I'll resume posting within a week.
Posted by George Wolfe at 2:06 PM 3 comments:
Newer Posts Older Posts Home
Subscribe to: Posts (Atom)

Blog Archive

  • ▼  2008 (14)
    • ▼  May (1)
      • I've been busy with other projects for the past fe...
    • ►  April (7)
    • ►  March (6)

Links I Like

  • All About Alpha
  • Bayesian Statistics - 1
  • Bayesian Statistics - 2
  • Humble Student of the Markets
  • Mathematica & Stable Distributions
  • Online Economics
  • StatSoft Statistics Textbook
  • Wolfram MathWorld

Factor Model Providers

  • Advanced Portfolio Technologies
  • MSCI Barra
  • 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