| 000 -LEADER |
|---|
| fixed length control field |
01592cam a2200265 a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20200316131847.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
130605s2010 njua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780470262474 (cloth) |
|
|---|
| International Standard Book Number |
0470262478 (cloth) |
| 041 ## - Language |
|---|
| Language code of text/sound track or separate title |
eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4529.5 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.632042 |
| Edition number |
22 |
| Item number |
F334 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Fabozzi, Frank J. |
| 9 (RLIN) |
9800 |
| 245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
Quantitative equity investing : |
| Remainder of title |
techniques and strategies / |
| Statement of responsibility, etc |
Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hoboken, N.J : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
2010. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvi, 511 p. : |
| Other physical details |
ill. ; |
| Dimensions |
24 cm. |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| 9 (RLIN) |
10682 |
| Title |
The Frank J. Fabozzi series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Portfolio management. |
| 9 (RLIN) |
2085 |
|
|---|
| Topical term or geographic name as entry element |
Investments. |
| 9 (RLIN) |
1656 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Focardi, Sergio M. |
| 9 (RLIN) |
27887 |
| Relator term |
author |
|
|---|
| Personal name |
Kolm, Petter N. |
| 9 (RLIN) |
27888 |
| Relator term |
author |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Book |
