Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova
Title Proper
Quantitative equity investing
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hoboken, N.J.
Name of Publisher, Distributor, etc.
John Wiley,
Date of Publication, Distribution, etc.
2010
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xvi, 511 p.
SERIES
Series Title
The Frank J. Fabozzi series
NOTES PERTAINING TO BINDING AND AVAILABILITY
Text of Note
مرجع به حساب نمي آيد
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
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.