عنوان
پدید آورنده
موضوع
رده
HG4529.5 .F3346 2010eb
HG4529
.
5
.
F3346
2010eb
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0470616679
(Number (ISBN
0470617519
(Number (ISBN
0470617527
(Number (ISBN
1282481991
(Number (ISBN
9780470616673
(Number (ISBN
9780470617519
(Number (ISBN
9780470617526
(Number (ISBN
9781282481992
Erroneous ISBN
0470262478
Erroneous ISBN
9780470262474
NATIONAL BIBLIOGRAPHY NUMBER
Number
b784839
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 ; 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
1 online resource (xvi, 511 pages) :
Other Physical Details
illustrations
SERIES
Series Title
The Frank J. Fabozzi series
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.
0
SUMMARY OR ABSTRACT
Text of Note
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.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
OverDrive, Inc.
Source for Acquisition/Subscription Address
MIL
Stock Number
0E6ADCC5-12C4-4E27-8EE2-165B509EA486
Stock Number
248199
OTHER EDITION IN ANOTHER MEDIUM
Title
Quantitative equity investing.
International Standard Book Number
9780470262474
TOPICAL NAME USED AS SUBJECT
Investments.
Portfolio management.
BUSINESS & ECONOMICS-- Investments & Securities-- General.
Investeringen.
Investments.
Kwantitatieve methoden.
Portfolio management.
(SUBJECT CATEGORY (Provisional
BUS-- 036000
KFF
DEWEY DECIMAL CLASSIFICATION
Number
332
.
63/2042
Edition
22
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG4529
.
5
Book number
.
F3346
2010eb
PERSONAL NAME - PRIMARY RESPONSIBILITY
Fabozzi, Frank J.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Focardi, Sergio M.
Kolm, Petter N.
ORIGINATING SOURCE
Date of Transaction
20201206225415.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
