Corpus ID: 10737641

BARRA’s Risk Models

  title={BARRA’s Risk Models},
  author={A. Sheikh},
  • A. Sheikh
  • Published 2000
  • 6 Citations

    Tables from this paper.

    Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation
    • M. Beek
    • Computer Science, Economics
    • 2020
    Contributions to High-dimensional Data Analysis using Factor Models and Low Rank Approximations.
    Equity portfolio risk estimation using market information and sentiment
    • 33
    Qlib: An AI-oriented Quantitative Investment Platform
    Toward a resolution of the cost of equity conundrum in the lodging industry: a conceptual framework
    • 17