عنوان
پدید آورنده
موضوع
رده
HG4529.5 .F3346 2010
HG4529
.
5
.
F3346
2010
کتابخانه
محل استقرار
IR
995512
انگلیسی
IR
Quantitative Equity Investing
[Book]
:Techniques and Strategies
/ Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova
Hoboken, N.J.
: John Wiley
, 2010.
xvi, 511 p.
: ill
(The Frank J
Fabozzi Series)
Print
Bibliography
Index
Financial econometrics. 1, Linear regressions.- Financial econometrics. 2, Time series.- Common pitfalls in financial modeling.- Factor models and their estimation.- Factor-based trading strategies. 1, Factor construction and analysis.- Factor-based trading strategies. 2, Cross-sectional models and trading strategies.- Portfolio optimization : basic theory and practice.- Portfolio optimization : Bayesian techniques and the Black-Litterman model.- Robust portfolio optimization [with Joseph A. Cerniglia].- Transaction costs and trade execution [with Dessislava Pachamanova].- Investment management and algorithmic trading
Frank J. Fabozzi series
Portfolio management
Investments
اوراق بهادار - مدیریت موجودی
سرمایه گذاری
332
.
63
.
2042
HG4529
.
5
.
F3346
2010
Fabozzi, Frank J.
Focardi, Sergio M
Kolm, Petter N
Cerniglia, Joseph A
Pachamanova, Dessislava
ایران
Library of Foreign Languages and Islamic resource
old catalog
p
BL
1
a
Y
