user
0
Su pedido

Tu pedido

Su carro de la compra está vacío

Materias

Quantitative Equity Portfolio Management: Modern Techniques And Applications

Quantitative Equity Portfolio Management: Modern Techniques And Applications

Compartir en:

, ,

(0 Comentarios)
Comenta y valora este libro

pvp.81,90 €

Disponible entre 11 y 20 dias

  • ISBN:9781584885580
  • Editorial: Chapman & Hall Co.
  • Fecha de la edición:
  • Encuadernación:Tapa dura
  • Dimensiones: 16 cm x 23 cm
  • Nº Pág.:368
  • Idiomas:

Materias:

With quantitative investment strategies gaining in popularity, a new breed of investment professional is devising increasingly successful strategies to exploit market anomalies. "Quantitative Equity Portfolio Management: Modern Techniques and Applications" provides a self-contained review of quantitative investment strategies and theoretical explanations behind market inefficiencies. It discusses the return forecasting and risk models, portfolio construction, and trade implementation. This book solves problems related to quantitative model building, illustrating concepts and solutions with numerical and empirical examples. While rooted in traditional academic research, the book provides more advanced and practical methods for portfolio management, such as nonlinear, contextual, and factor-timing alpha models.

Otros libros de Qian, Edward E

Otros libros de Economía Cuantitativa