An edition of Quantitative equity investing
(2010)
Quantitative equity investing
techniques and strategies
by Frank J. Fabozzi
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Portfolio management, InvestmentsShowing 1 featured edition. View all 1 editions?
| Edition | Availability |
|---|---|
1
Quantitative equity investing: techniques and strategies
2010, John Wiley
in English
0470262478 9780470262474
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Book Details
Published in
Hoboken, N.J
Table of 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.
Edition Notes
Includes bibliographical references and index.
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| December 15, 2010 | Created by ImportBot | initial import |