Barr Rosenberg and Barra Case Study

Posted: 2 Aug 2012

See all articles by Ethan Namvar

Ethan Namvar

University of California, Berkeley - Haas School of Business; Columbia Business School

Date Written: June 1, 2005

Abstract

The purpose of this case is to help with the understanding of beta, factor models, and risk management.

Keywords: Barra, Barr Rosenberg, Beta, Factor Models, Risk Management

JEL Classification: A22, A23, G10, G12

Suggested Citation

Namvar, Ethan, Barr Rosenberg and Barra Case Study (June 1, 2005). Available at SSRN: https://ssrn.com/abstract=1439443 or http://dx.doi.org/10.2139/ssrn.1439443

Ethan Namvar (Contact Author)

University of California, Berkeley - Haas School of Business ( email )

545 Student Services Building, #1900
2220 Piedmont Avenue
Berkeley, CA 94720
United States
510-642-7989 (Phone)

HOME PAGE: http://haas.berkeley.edu

Columbia Business School ( email )

3022 Broadway
New York, NY 10027
United States

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