Quantitative Equity Investing: Techniques and Strategies (Frank J. Fabozzi Series)

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9780470262474: Quantitative Equity Investing: Techniques and Strategies (Frank J. Fabozzi Series)
Reseña del editor:

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.

Biografía del autor:

Frank J. Fabozzi is Professor in the Practice of Finance and Becton Fellow at the Yale School of Management and Editor of the Journal of Portfolio Management. He is a Chartered Financial Analyst and earned a doctorate in economics from the City University of New York. Sergio M. Focardi is Professor of Finance at EDHEC Business School in Nice and a founding partner of the Paris-based consulting firm The Intertek Group. He is also a member of the Editorial Board of the Journal of Portfolio Management . Sergio holds a degree in electronic engineering from the University of Genoa and a PhD in mathematical finance from the University of Karlsruhe as well as a postgraduate degree in communications from the Galileo Ferraris Electrotechnical Institute (Turin). Petter N. Kolm is the Deputy Director of the Mathematics in Finance Master's Program and Clinical Associate Professor of Mathematics at the Courant Institute of Mathematical Sciences, New York University; and a founding Partner of the New York-based financial consulting firm the Heimdall Group, LLC. Previously, Petter worked in the Quantitative Strategies Group at Goldman Sachs Asset Management. He received an MS in mathematics from ETH in Zurich; an MPhil in applied mathematics from the Royal Institute of Technology in Stockholm; and a PhD in applied mathematics from Yale University.

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Frank J. Fabozzi (School of Management, Yale Univ.); Sergio M. Focardi; Petter N. Kolm
Editorial: John Wiley and Sons
ISBN 10: 0470262478 ISBN 13: 9780470262474
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Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
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ISBN 10: 0470262478 ISBN 13: 9780470262474
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Descripción John Wiley and Sons Ltd, United Kingdom, 2010. Hardback. Estado de conservación: New. 1. Auflage. 237 x 165 mm. Language: English . Brand New Book. 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. Nº de ref. de la librería BZV9780470262474

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Descripción John Wiley & Sons Inc, 2010. Hardcover. Estado de conservación: Brand New. 1st edition. 511 pages. 9.00x6.00x1.50 inches. In Stock. Nº de ref. de la librería __0470262478

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Descripción 2010. Hardcover. Estado de conservación: New. 1st. 162mm x 237mm x 40mm. Hardcover. 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.Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. 528 pages. 0.770. Nº de ref. de la librería 9780470262474

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Descripción John Wiley & Sons, 2010. Hardcover. Estado de conservación: New. 16.7 x 23.9 cm. Our orders are sent from our warehouse locally or directly from our international distributors to allow us to offer you the best possible price and delivery time. Book. Nº de ref. de la librería MM-60128104

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