عنوان
پدید آورنده
موضوع
رده
HG4529.5 .F3346 2010
HG4529
.
5
.
F3346
2010
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9780470262474
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
13346
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. , ill. , 24 cm.
SERIES
Series Title
(The Frank J. Fabozzi series)
GENERAL NOTES
Text of Note
Language: انگلیسی
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
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.
SERIES
Title
Frank J. Fabozzi series
TOPICAL NAME USED AS SUBJECT
Portfolio management
Investments
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
ORIGINATING SOURCE
Country
ایران
old catalog
p
BL
1
a
Y
