Library Of American University Of Madaba

Normal View MARC View ISBD View

Fabozzi, Frank J.

Quantitative equity investing : techniques and strategies / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova. - Hoboken, N.J : Wiley, 2010. - xvi, 511 p. : ill. ; 24 cm. - The Frank J. Fabozzi series .

Includes bibliographical references and index.

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.

ISBN: 9780470262474 (cloth) 0470262478 (cloth)

Subjects--Topical Terms:
Portfolio management.
Investments.

LC Class. No.: HG4529.5

Dewey Class. No.: 332.632042 / F334