عنوان
پدید آورنده
موضوع
رده
HG4529.5 .F3346 2010
HG4529
.
5
.
F3346
2010
کتابخانه
محل استقرار
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
995512
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Quantitative Equity Investing
General Material Designation
[Book]
Other Title Information
:Techniques and Strategies
First Statement of Responsibility
/ Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Subsequent Statement of Responsibility
; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova
.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.
Other Physical Details
: ill
SERIES
Series Title
(The Frank J
Other Title Information
Fabozzi Series)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Bibliography
EXTERNAL INDEXES/ABSTRACTS/REFERENCES NOTE
Name of source
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
SERIES
Title
Frank J. Fabozzi series
TOPICAL NAME USED AS SUBJECT
Portfolio management
Investments
اوراق بهادار - مدیریت موجودی
سرمایه گذاری
DEWEY DECIMAL CLASSIFICATION
Number
332
.
63
.
2042
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG4529
.
5
Book number
.
F3346
2010
PERSONAL NAME - PRIMARY RESPONSIBILITY
Fabozzi, Frank J.
PERSONAL NAME - SECONDARY RESPONSIBILITY
Focardi, Sergio M
Kolm, Petter N
Cerniglia, Joseph A
Pachamanova, Dessislava
ORIGINATING SOURCE
Country
ایران
Agency
Library of Foreign Languages and Islamic resource
old catalog
p
BL
1
a
Y
