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Innovative Trends in the Process Modelling of International Strategies: Systematic of Fundamental Factor Models
2019
Proceedings of the 6th International Conference on Strategies, Models and Technologies of Economic Systems Management (SMTESM 2019)
unpublished
This paper investigates the innovative trends in the process modelling of international strategies in the coordinates of globalization changes and European integration, such as: maximizing the geometric mean return, the systematic fundamental factor models, the output and inputs of a factor model, Barra E2 model risk index definitions, fundamental factors and market sensitive factor definitions for Wilshire atlas factor model. The methodological platform for effective elaboration of building
doi:10.2991/smtesm-19.2019.68
fatcat:6pin6e7eqbedbkte62exmrxkme