Review paper
A CRITICAL REVIEW ON EVOLUTION OF RISK FACTORS AND FACTOR MODELS
Abstract
The purpose of this work is to critically evaluate the evolution of risk factors and factor models. A systematic and structured literature review is carried out to observe and understand the past trends and extant patterns/themes in the present research area, evaluate contributions and summarize knowledge, thereby identifying limitations, implications and potential directions of further research. The main message from the study is that evolution...
Paper Details
Title
A CRITICAL REVIEW ON EVOLUTION OF RISK FACTORS AND FACTOR MODELS
Published Date
Dec 6, 2019
Journal
Volume
34
Issue
1
Pages
175 - 184
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Notes
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