Multi-Factor Model: Definition and Formula for Comparing Factors
Single Index Model Overview - YouTube
Why use single index model? (Instead of projecting full matrix of covariances) 1.Less information requirements 2.It fits better! - ppt download
Price Index Formula | Calculator (With Excel template)
7.1 A SINGLE-FACTOR SECURITY MARKET Input list (portfolio selection) ◦ N estimates of expected returns ◦ N estimates of variance ◦ n(n-1)/2 estimates. - ppt download
Single Index Model - YouTube
The Single Index Model
PPT - Lecture 5 Index Model PowerPoint Presentation, free download - ID:6406622