|
" Quantitative equity investing : "
Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova.
| Document Type
|
:
|
BL
|
| Record Number
|
:
|
1030469
|
| Doc. No
|
:
|
b784839
|
| Main Entry
|
:
|
Fabozzi, Frank J.
|
| Title & Author
|
:
|
Quantitative equity investing : : techniques and strategies /\ Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova.
|
| Publication Statement
|
:
|
Hoboken, N.J. :: John Wiley,, ©2010.
|
| Series Statement
|
:
|
The Frank J. Fabozzi series
|
| Page. NO
|
:
|
1 online resource (xvi, 511 pages) :: illustrations
|
| ISBN
|
:
|
0470616679
|
|
|
:
|
: 0470617519
|
|
|
:
|
: 0470617527
|
|
|
:
|
: 1282481991
|
|
|
:
|
: 9780470616673
|
|
|
:
|
: 9780470617519
|
|
|
:
|
: 9780470617526
|
|
|
:
|
: 9781282481992
|
|
|
:
|
0470262478
|
|
|
:
|
9780470262474
|
| Bibliographies/Indexes
|
:
|
Includes bibliographical references and index.
|
| Contents
|
:
|
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.
|
| Abstract
|
:
|
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.
|
| Subject
|
:
|
Investments.
|
| Subject
|
:
|
Portfolio management.
|
| Subject
|
:
|
BUSINESS ECONOMICS-- Investments Securities-- General.
|
| Subject
|
:
|
Investments.
|
| Subject
|
:
|
Portfolio management.
|
| Subject
|
:
|
Investeringen.
|
| Subject
|
:
|
Kwantitatieve methoden.
|
| Dewey Classification
|
:
|
332.63/2042
|
| LC Classification
|
:
|
HG4529.5.F3346 2010eb
|
| Added Entry
|
:
|
Focardi, Sergio M.
|
|
|
:
|
Kolm, Petter N.
|
| |