عنوان
پدید آورنده
موضوع
رده
HG4529.5 .F3346 2010eb
HG4529
.
5
.
F3346
2010eb
کتابخانه
محل استقرار
0470616679
0470617519
0470617527
1282481991
9780470616673
9780470617519
9780470617526
9781282481992
0470262478
9780470262474
b784839
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.
1 online resource (xvi, 511 pages) :
illustrations
The Frank J. Fabozzi series
Includes bibliographical references and 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.
0
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.
OverDrive, Inc.
MIL
0E6ADCC5-12C4-4E27-8EE2-165B509EA486
248199
Quantitative equity investing.
9780470262474
Investments.
Portfolio management.
BUSINESS & ECONOMICS-- Investments & Securities-- General.
Investeringen.
Investments.
Kwantitatieve methoden.
Portfolio management.
BUS-- 036000
KFF
332
.
63/2042
22
HG4529
.
5
.
F3346
2010eb
Fabozzi, Frank J.
Focardi, Sergio M.
Kolm, Petter N.
20201206225415.0
pn
مطالعه متن کتاب [Book]
Y
