Search: onr:"11897309" >
Quantitative equity...
Quantitative equity investing techniques and strategies / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova.
-
Fabozzi, Frank J. (author)
-
Focardi, Sergio M. (author)
-
Kolm, Petter N. (author)
-
Ebooks Corporation
- ISBN 9780470617519
- Hoboken : John Wiley, 2010
- English 530 p.
-
Series: The Frank J. Fabozzi series
Table of contents
Abstract
Subject headings
Close
- Quantitative Equity Investing: Techniques and Strategies; Contents; Preface; About the Authors; Chapter 1: Introduction; Chapter 2: Financial Econometrics I: Linear Regressions; Chapter 3: Financial Econometrics II: Time Series; Chapter 4: Common Pitfalls in Financial Modeling; Chapter 5: Factor Models and Their Estimation; Chapter 6: Factor-Based Trading Strategies I: Factor Construction and Analysis; Chapter 7: Factor-Based Trading Strategies II: Cross-Sectional Models and Trading Strategies; Chapter 8: Portfolio Optimization: Basic Theory and Practice.
- Chapter 9: Portfolio Optimization: Bayesian Techniques and the Black-Litterman ModelChapter 10: Robust Portfolio Optimization; Chapter 11: Transaction Costs and Trade Execution; Chapter 12: Investment Management and Algorithmic Trading; Appendix A: Data Descriptions and Factor Defi nitions; Appendix B: Summary of Well-Known Factors and Their Underlying Economic Rationale; Appendix C: Review of Eigenvalues and Eigenvectors; Index.
- A comprehensive look at the tools and techniques used in quantitative equity management. Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios. Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm address the essential elements of this discipline, including financial model building, financial
Genre
- Electronic books. (LCSH)
Keyword
- Qaeca Aktier och obligationer
Publication and Content Type
- 332.6322 (DDC)
- Qaeca (kssb/8)
Find in a library
To the university's database