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Quantitative equity investing : techniques and strategies /
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.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
John Wiley,
©2010.
|
| Colección: | Frank J. Fabozzi series.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Fabozzi, Frank J. | |
| 245 | 1 | 0 | |a Quantitative equity investing : |b techniques and strategies / |c Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova. |
| 260 | |a Hoboken, N.J. : |b John Wiley, |c ©2010. | ||
| 300 | |a 1 online resource (xvi, 511 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 490 | 1 | |a The Frank J. Fabozzi series | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a 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. | |
| 520 | 8 | |a 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. | |
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Portfolio management. | |
| 650 | 0 | |a Investments. | |
| 650 | 2 | |a Investments | |
| 650 | 6 | |a Gestion de portefeuille. | |
| 650 | 6 | |a Investissements. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Investments |2 fast | |
| 650 | 7 | |a Portfolio management |2 fast | |
| 650 | 1 | 7 | |a Investeringen. |2 gtt |
| 650 | 1 | 7 | |a Kwantitatieve methoden. |2 gtt |
| 700 | 1 | |a Focardi, Sergio M. | |
| 700 | 1 | |a Kolm, Petter N. | |
| 758 | |i has work: |a Quantitative equity investing (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFvj6pbPmQrmWtFThg9VqP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Fabozzi, Frank J. |t Quantitative equity investing. |d Hoboken, N.J. : John Wiley, ©2010 |z 9780470262474 |w (DLC) 2009050962 |w (OCoLC)429027009 |
| 830 | 0 | |a Frank J. Fabozzi series. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=484819 |z Texto completo |
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