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Quantitative equity investing : techniques and strategies /

by Fabozzi, Frank J.
Authors: Focardi, Sergio M.%author | Kolm, Petter N.%author Series: The Frank J. Fabozzi series Published by : Wiley, (Hoboken, N.J :) Physical details: xvi, 511 p. : ill. ; 24 cm. ISBN: 0470262478 Subject(s): Portfolio management. | Investments. Year: 2010
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Item type Location Call Number Status Notes Date Due
Book Book AUM Main Library 332.632042 F334 (Browse Shelf) Available JBC/2012/6137
Book Book AUM Main Library 332.632042 F334 (Browse Shelf) Available JBC/2012/6137
Book 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.

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