//]]>
Item type | Location | Call Number | Status | Notes | Date Due |
---|---|---|---|---|---|
Book | AUM Main Library | 332.632042 F334 (Browse Shelf) | Available | JBC/2012/6137 | |
Book | AUM Main Library | 332.632042 F334 (Browse Shelf) | Available | JBC/2012/6137 | |
Book | AUM Main Library | 332.632042 F334 (Browse Shelf) | Available | JBC/2012/6152 |
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.
There are no comments for this item.