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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.
| Author/creator | Fabozzi, Frank J. |
| Other author | Focardi, Sergio M. |
| Other author | Kolm, Petter N. |
| Format | Electronic |
| Publication Info | Hoboken, N.J. : John Wiley, |
| Description | xvi, 511 p. : ill. ; 24 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Series | The Frank J. Fabozzi series Frank J. Fabozzi series. ^A518921 |
| 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. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2009050962 |
| ISBN | 9780470262474 (cloth) |
| ISBN | 0470262478 (cloth) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |