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On the evolution of global style factors in the MSCI universe of assets
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Christodoulakis, George and Satchell, S. (Stephen) (2001) On the evolution of global style factors in the MSCI universe of assets. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.02-).
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Official URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr...
Item Type: | Working or Discussion Paper (Working Paper) | ||||
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Subjects: | H Social Sciences > HG Finance | ||||
Divisions: | Faculty of Social Sciences > Warwick Business School > Financial Econometrics Research Centre Faculty of Social Sciences > Warwick Business School |
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Library of Congress Subject Headings (LCSH): | Morgan Stanley Capital International, Risk management, Capital market -- Mathematical models, Stocks -- Rate of return | ||||
Series Name: | Working papers (Warwick Business School. Financial Econometrics Research Centre) | ||||
Publisher: | Warwick Business School, Financial Econometrics Research Centre | ||||
Place of Publication: | Coventry | ||||
Official Date: | May 2001 | ||||
Dates: |
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Number: | No.02- | ||||
Number of Pages: | 33 | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) |
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