Can you point me to the link on internet, pls?Thanks

I am constructing a multi-factor model on lines of Barra or Axioma. Does anyone have methodology doc for Barra?thanks much!

Yeh, it's time for you to start working.

<t>QuoteOriginally posted by: rmaxIMHO I don't think it will bring them down as such A lot rests on the release of results 3/02 and whether they hit the 25% ROE promised by Ackerman. I think a lot of shareholder questions will be around: Mannesman (again!), Consob and "Irregular Trading".If they don...

poor bloke.. indeed gets a big knock. Can he be barred by FSA for such irregularity ?

ppauper, Thanks for this all hot air.....remember the pungent smelling gas that you bulk produce up-north of border from States!!.

QuoteOriginally posted by: doreillyQuoteOriginally posted by: mrmarketWhat do you think?:My personal homepageIt's close, but I'd say Greenspan wins by a nosedon't be nasty to him doreilly, he indeed is handsomer. he can't be irish... looks more like a g(r)eek.

<t>GM has to restructure, due to pension problems, besides the product manufacuring related issues. The sooner they do it, the better it is for them. Considering the fact that democrats "might" have one up in next presidential elections and labor unions will be out bullying mo-town, GM might conside...

If I were Advaita...i would get a prenup (thank god there is one Vegas here) and go short the Vol.Happy life

Now that's what I call a "reason" to go to east coast (of Norway). Lo n behold there's more to that place than Vikings & women soccer.

<t>Don't stress too much on this and that...just coerce China to correct it's dirty currency peg. And for that US treasury has to stop borrowing more from China. I feel for Dubya's ownership society, cos no one bright & native to this place wants to do the (leg) work, everyone just wants to mana...

Welcome home to the point that Malyalam is no Hebrew.The best way to learn is to get the dictionary that Ppauper's pointed to and then watch Malyalam movies with subtitles.

1) How would you build multi-year transition tables? from Historical data? (If so, how would that help come out with some sensible forecast)2) what do you mean by fixed innerOuterCorr?3) What is DAS?Help me help youN

Oh did you leave out 'Scorn', 'mistrust', 'fear' (of terrorism, lack of oil supply) ? They serve to explain that non-existent twisted end of the utility function.

<t>Punny remark exotiq!!I was wondering why we don't model the utility function of an average investor as a markovian process (average investor within bounds of geography, level of wealth et al).Log utility or power utility or piecewise cubic spline utility (if there's one) might not go too far in c...