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Quantitative equity investing [[electronic resource] ] : techniques and strategies / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova
| Quantitative equity investing [[electronic resource] ] : techniques and strategies / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova |
| Autore | Fabozzi Frank J |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2010 |
| Descrizione fisica | 1 online resource (530 p.) |
| Disciplina | 332.63/2042 |
| Altri autori (Persone) |
FocardiSergio
KolmPetter N |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico |
Portfolio management
Investments |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-61752-7
1-282-48199-1 9786612481994 0-470-61751-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Quantitative 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
Chapter 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 |
| Record Nr. | UNINA-9910457246703321 |
Fabozzi Frank J
|
||
| Hoboken, N.J., : Wiley, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative equity investing [[electronic resource] ] : techniques and strategies / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova
| Quantitative equity investing [[electronic resource] ] : techniques and strategies / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova |
| Autore | Fabozzi Frank J |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2010 |
| Descrizione fisica | 1 online resource (530 p.) |
| Disciplina | 332.63/2042 |
| Altri autori (Persone) |
FocardiSergio
KolmPetter N |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico |
Portfolio management
Investments |
| ISBN |
0-470-61752-7
1-282-48199-1 9786612481994 0-470-61751-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Quantitative 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
Chapter 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 |
| Record Nr. | UNINA-9910781053103321 |
|
Fabozzi Frank J
|
||
| Hoboken, N.J., : Wiley, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative equity investing [[electronic resource] ] : techniques and strategies / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova
| Quantitative equity investing [[electronic resource] ] : techniques and strategies / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova |
| Autore | Fabozzi Frank J |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2010 |
| Descrizione fisica | 1 online resource (530 p.) |
| Disciplina | 332.63/2042 |
| Altri autori (Persone) |
FocardiSergio
KolmPetter N |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico |
Portfolio management
Investments |
| ISBN |
0-470-61752-7
1-282-48199-1 9786612481994 0-470-61751-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Quantitative 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
Chapter 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 |
| Record Nr. | UNINA-9910819176103321 |
|
Fabozzi Frank J
|
||
| Hoboken, N.J., : Wiley, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||