AL MOMENTO ESAURITO
Informazioni su questo prodotto
Product Identifiers
PublisherWiley & Sons, Incorporated, John
ISBN-100470262478
ISBN-139780470262474
eBay Product ID (ePID)77438141
Product Key Features
Book TitleQuantitative Equity Investing : Techniques and Strategies
Number of Pages528 Pages
LanguageEnglish
TopicInvestments & Securities / Stocks, Investments & Securities / General
Publication Year2010
IllustratorYes
GenreBusiness & Economics
AuthorPetter N. Kolm, Sergio M. Focardi, Frank J. Fabozzi
Book SeriesFrank J. Fabozzi Ser.
FormatHardcover
Dimensions
Item Height1.6 in
Item Weight27.4 Oz
Item Length9.3 in
Item Width6.3 in
Additional Product Features
Intended AudienceTrade
LCCN2009-050962
Dewey Edition22
Dewey Decimal332.63/2042
SynopsisA 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., 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. 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, financial engineering, static and dynamic factor models, asset allocation, portfolio models, transaction costs, trading strategies, and much more. They also provide ample illustrations and thorough discussions of implementation issues facing those in the investment management business and include the necessary background material in probability, statistics, and econometrics to make the book self-contained. Written by a solid author team who has extensive financial experience in this area Presents state-of-the art quantitative strategies for managing equity portfolios Focuses on the implementation of quantitative equity asset management Outlines effective analysis, optimization methods, and risk models In today's financial environment, you have to have the skills to analyze, optimize and manage the risk of your quantitative equity investments. This guide offers you the best information available to achieve this goal., Quantitative Equity Investing Techniques and strategies for successfulquantitative equity management Quantitative equity portfolio management is a fundamental building block of investment management. This hands-on guide closes the gap between theory and practice by presenting state-of-the-art quantitative techniques and strategies for managing equity portfolios. Authors Frank Fabozzi, Sergio Focardi, and Petter Kolm all of whom have extensive experience in this area address the essential elements of this discipline, including financial model building, financial engineering, static and dynamic factor models, asset allocation, portfolio models, transaction costs, trading strategies, and much more. They provide numerous illustrations and thorough discussions of implementation issues facing those in the investment management business and include the necessary background material in financial econometrics to make the book self-contained. For many of the advanced topics, they also provide the reader with references to the most recent applicable research in this rapidly evolving field. In todays financial environment, you need the skills to analyze, optimize, and manage the risk of your quantitative equity portfolio. This guide offers you the best information available to achieve this goal.
LC Classification NumberHG4661
