0
item
Total :
0,00 $
Magasiner par secteur
Matériel obligatoire et recommandé
Quantitative Equity Investing : Techniques and Strategies
Fabozzi, Frank J.
Éditeur : WILEY
ISBN papier: 9780470262474
Parution : 2010
Code produit : 1270293
Catégorisation :
Livres /
Gestion /
Finance /
Marchés financiers et capitaux
Formats disponibles
| Format | Qté. disp. | Prix* | Commander |
|---|---|---|---|
| Livre papier | En rupture de stock** |
Prix membre : 102,60 $ Prix non-membre : 114,00 $ |
*Les prix sont en dollars canadien. Taxes et frais de livraison en sus.
**Ce produits est en rupture de stock mais sera expédié dès qu'ils sera disponible.
Description
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.
Du même auteur...
| Livre papier | 0 |
Prix membre : 108,00 $ Prix non-membre : 120,00 $ |
Introduction to Fixed Income Analytics : Relative Value Analysis
Éditeur : WILEY
ISBN : 9780470572139
Parution : 2010
| Livre papier | 0 |
Prix membre : 990,00 $ Prix non-membre : 990,00 $ |
Handbook of Finance : ensemble de 3 volumes
Éditeur : WILEY
ISBN : 9780470042564
Parution : 2008
| Livre papier | 0 |
Prix membre : 94,49 $ Prix non-membre : 104,99 $ |
Robust Portfolio Optimization and Management
Éditeur : WILEY
ISBN : 9780471921226
Parution : 2007