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100   $a20100104d2010      uy             0
101 0 $aeng
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181   $ctxt
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183   $acr
200 10$aQuantitative equity investing$b[electronic resource] $etechniques and strategies /$fFrank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova
210   $aHoboken, N.J. $cWiley$dc2010
215   $a1 online resource (530 p.)
225 1 $aThe Frank J. Fabozzi series
300   $aIncludes index.
311   $a0-470-26247-8 
327   $aQuantitative Equity Investing: Techniques and Strategies; Contents; Preface; About the Authors; Chapter 1: Introduction; Chapter 2: Financial Econometrics I: Linear Regressions; Chapter 3: Financial Econometrics II: Time Series; Chapter 4: Common Pitfalls in Financial Modeling; Chapter 5: Factor Models and Their Estimation; Chapter 6: Factor-Based Trading Strategies I: Factor Construction and Analysis; Chapter 7: Factor-Based Trading Strategies II: Cross-Sectional Models and Trading Strategies; Chapter 8: Portfolio Optimization: Basic Theory and Practice
327   $aChapter 9: Portfolio Optimization: Bayesian Techniques and the Black-Litterman Model Chapter 10: Robust Portfolio Optimization; Chapter 11: Transaction Costs and Trade Execution; Chapter 12: Investment Management and Algorithmic Trading; Appendix A: Data Descriptions and Factor Definitions; Appendix B: Summary of Well-Known Factors and Their Underlying Economic Rationale; Appendix C: Review of Eigenvalues and Eigenvectors; Index
330   $aA comprehensive look at the tools and techniques used in quantitative equity management  Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios. Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm address the essential elements of this discipline, including financial model building,
410  0$aFrank J. Fabozzi series.
606   $aPortfolio management
606   $aInvestments
608   $aElectronic books.
615  0$aPortfolio management.
615  0$aInvestments.
676   $a332.63/2042
700   $aFabozzi$b Frank J$0109596
701   $aFocardi$b Sergio$03962
701   $aKolm$b Petter N$0856950
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910457246703321
996   $aQuantitative equity investing$91913743
997   $aUNINA