عنوان
پدید آورنده
موضوع
رده
HG4529.5 .F3346 2010
HG4529
.
5
.
F3346
2010
کتابخانه
محل استقرار
9780470262474
IR
13346
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. , 24 cm.
(The Frank J. Fabozzi series)
Language: انگلیسی
Print
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.
Frank J. Fabozzi series
Portfolio management
Investments
HG4529
.
5
.
F3346
2010
Fabozzi, Frank J.
Focardi, Sergio M
Kolm, Petter N
ایران
old catalog
p
BL
1
a
Y
