LEADER 01035nam 2200373 450 001 9910155618103321 005 20230810001540.0 010 $a1-61496-481-5 035 $a(CKB)3710000000975495 035 $a(MiAaPQ)EBC4939520 035 $a(EXLCZ)993710000000975495 100 $a20170830h20172017 uy 1 101 0 $aeng 135 $aurcnu|||||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 10$aBrewing up a storm /$fEmma Lathen 210 1$aLincoln, Massachusetts :$cSimply Media Inc.,$d2017. 210 4$d©2017 215 $a1 online resource (187 pages) 606 $aThatcher, John Putnam (Fictitious character)$vFiction 606 $aBankers$vFiction 615 0$aThatcher, John Putnam (Fictitious character) 615 0$aBankers 676 $a813.54 700 $aLathen$b Emma$0847091 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910155618103321 996 $aBrewing up a storm$93419557 997 $aUNINA LEADER 03954nam 22006495 450 001 9910983303903321 005 20250915124528.0 010 $a9783031763052 010 $a303176305X 024 7 $a10.1007/978-3-031-76305-2 035 $a(MiAaPQ)EBC31876254 035 $a(Au-PeEL)EBL31876254 035 $a(CKB)37188985300041 035 $a(DE-He213)978-3-031-76305-2 035 $a(OCoLC)1496394205 035 $a(EXLCZ)9937188985300041 100 $a20250111d2025 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aNonlinear Investing: A Quantamental Approach /$fby Lingjie Ma 205 $a1st ed. 2025. 210 1$aCham :$cSpringer Nature Switzerland :$cImprint: Springer,$d2025. 215 $a1 online resource (434 pages) 225 0 $aMathematics and Statistics Series 311 08$a9783031763045 311 08$a3031763041 327 $aChapter 1 Introduction -- Chapter 2 Quantamental Analysis -- Chapter 3 Nonlinear Factor Effects on Returns -- Chapter 4 Nonlinear Alpha Modeling -- Chapter 5 Tail Portfolios -- Chapter 6 Nonlinear Investing: Japan Stock Selection Strategy -- Chapter 7 Nonlinear Investing: Currency -- Chapter 9 Nonlinear Investing: Commodity -- Index. 330 $aThis book focuses on nonlinear investing with a quantamental approach. Pricing relationships in financial markets are often nonlinear, which raises serious questions for portfolio management: How can we characterize nonlinear patterns in asset pricing? Why do such nonlinear patterns occur and in what contexts? How can we know whether such relationships will persist in the future? And how much is the value added by a nonlinear over a linear model? These questions cannot be answered by piecing together fundamental prospects based on personal experience and preference, which can be biased, or by torturing the data to make it confess whatever we want (particularly big data, which allows more freedom for data mining). Rather, nonlinear investing should rely on both fundamental insights and quantitative analysis: the former ensures that similar nonlinear patterns will occur in the future and the latter validates the nonlinear pattern with historical data. In this way, quant marries fundamental: a quantamental approach! The book provides a systematic guide to conducting nonlinear investing through quantamental analysis. The author demonstrates how nonlinear investment strategies, achieving both depth and breadth, add significant value to portfolio performance for different asset classes. The primary audience for this book is senior professional investors and quant/fundamental investment shops who look for new ideas to enhance their existing products or develop new products. The book will also be helpful to finance faculty and graduate students who are interested in frontier industry practices. 606 $aStatistics 606 $aInformation visualization 606 $aMultivariate analysis 606 $aStatistics in Business, Management, Economics, Finance, Insurance 606 $aData and Information Visualization 606 $aMultivariate Analysis 606 $aEstadística$2thub 606 $aAnàlisi multivariable$2thub 608 $aLlibres electrònics$2thub 615 0$aStatistics. 615 0$aInformation visualization. 615 0$aMultivariate analysis. 615 14$aStatistics in Business, Management, Economics, Finance, Insurance. 615 24$aData and Information Visualization. 615 24$aMultivariate Analysis. 615 7$aEstadística 615 7$aAnàlisi multivariable 676 $a300.727 700 $aMa$b Lingjie$0998881 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910983303903321 996 $aNonlinear Investing: A Quantamental Approach$94317440 997 $aUNINA