书名：Linear Factor Models in Finance (Quantitative Finance Series)
     作者：John Knight (Editor), Stephen Satchell
     版次：1 edition (January 28, 2005)
     格式：精美pdf非扫描版
     页数：299 pages
     出版者：Butterworth-Heinemann
     简介：http://www.amazon.com/gp/reader/0750660066/ref=sib_dp_pt/105-0534350-4110008#reader-link

Table of Contents
     1 Review of literature on multifactor asset pricing models 1
     2 Estimating UK factor models using the multivariate skew normal distribution 12
     3 Misspecification in the linear pricing model 30
     4 Bayesian estimation of risk premia in an APT context 61
     5 Sharpe style analysis in the MSCI sector portfolios : a Monte Carlo integration approach 83
     6 Implication of the method of portfolio formation on asset pricing tests 95
     7 The small noise arbitrage price theory and its welfare implications 150
     8 Risk attribution in a global country-sector model 159
     9 Predictability of fund of hedge fund returns using DynaPorte 202
     10 Estimating a combined linear factor model 210
     11 Attributing investment risk with a factor analytic model 226
     12 Making covariance-based portfolio risk models sensitive to the rate at which markets reflect new information 249
     13 Decomposing factor exposure for equity portfolios 262

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