Frank Fabozzi – Quantitative Equity Investing
$5.00
Frank Fabozzi – Quantitative Equity Investing
A complete take a look at the instruments and strategies utilized in quantitative fairness administration
Some books try to increase portfolio idea, however the true problem in the present day pertains to the sensible implementation of the idea launched by Harry Markowitz and others who adopted. The goal of this ebook is to shut the implementation hole by presenting state-of-the artwork quantitative strategies and techniques for managing fairness portfolios.
Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm handle the important components of this self-discipline, together with monetary mannequin constructing, monetary engineering, static and dynamic issue fashions, asset allocation, portfolio fashions, transaction prices, buying and selling methods, and rather more. They additionally present ample illustrations and thorough discussions of implementation points dealing with these within the funding administration enterprise and embrace the mandatory background materials in chance, statistics, and econometrics to make the ebook self-contained.
- Written by a strong writer staff who has in depth monetary expertise on this space
- Presents state-of-the artwork quantitative methods for managing fairness portfolios
- Focuses on the implementation of quantitative fairness asset administration
- Outlines efficient evaluation, optimization strategies, and threat fashions
In in the present day’s monetary atmosphere, it’s important to have the talents to investigate, optimize and handle the chance of your quantitative fairness investments. This information presents you the most effective data accessible to attain this objective.
