Timeline for When should you build your own equity risk model?
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 23, 2011 at 18:34 | comment | added | Ram Ahluwalia | Right on. Shrinkage methods are remarkably effective and very easy to implement | |
| Sep 23, 2011 at 18:27 | comment | added | Tal Fishman | Thanks for the reference, but Danielsson and Macrae are referring to a different kind of risk model, so what you write is not really relevant to my question. | |
| Sep 23, 2011 at 18:21 | history | answered | Patrick Burns | CC BY-SA 3.0 |