Mathematical Theories of Economic Growth

Edwin Burmeister

Collier MacMillan Ltd.

<p>This monograph presents the work of three groups of experts addressing the use of single-factor models to explain security returns: Edwin Burmeister, Richard Roll, and Stephen Ross explain the basics of Arbitrage Pricing Theory and discuss the macroeconomic forces that are the underlying sources of risk; Edwin J. Elton and Martin J. Gruber present multi-index models and provide guidance on their reliability and usefulness; and Richard C. Grinold and Ronald N. Kahn address multiple-factor models for portfolio risk.</p>

A Practitioner's Guide to Factor Models

Stephen A. Ross

Richard Roll

Edwin J. Elton

Martin J. Gruber

Richard Grinold and Ronald N. Kahn

Business & Money

Research Foundation of CFA Institute

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Books by Edwin Burmeister