Quantitative equity investing : techniques and strategies /

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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.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Fabozzi, Frank J.
Otros Autores: Focardi, Sergio M., Kolm, Petter N.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : John Wiley, ©2010.
Colección:Frank J. Fabozzi series.
Temas:
Portfolio management.
Investments.
Investments
Gestion de portefeuille.
Investissements.
BUSINESS & ECONOMICS > Investments & Securities > General.
Portfolio management
Investeringen.
Kwantitatieve methoden.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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