Frank J. Fabozzi
Quantitative Equity Investing
Techniques and Strategies
Buch
Quantitative Equity InvestingTechniques and strategies for successfulquantitative equity managementQuantitative equity portfolio management is a fundamental building block of investment management. This hands-on guide closes the gap between theory and practice by presenting state-of-the-art quantitative techniques and strategies for managing equity portfolios.Authors Frank Fabozzi, Sergio Focardi, and Petter Kolm--all of whom have extensive experience in this area--address the essential elements of this discipline, including financial model building, financial engineering, static and dynamic factor models, asset allocation, portfolio models,…
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Beschreibung
Quantitative Equity InvestingTechniques and strategies for successfulquantitative equity managementQuantitative equity portfolio management is a fundamental building block of investment management. This hands-on guide closes the gap between theory and practice by presenting state-of-the-art quantitative techniques and strategies for managing equity portfolios.Authors Frank Fabozzi, Sergio Focardi, and Petter Kolm--all of whom have extensive experience in this area--address the essential elements of this discipline, including financial model building, financial engineering, static and dynamic factor models, asset allocation, portfolio models, transaction costs, trading strategies, and much more. They provide numerous illustrations and thorough discussions of implementation issues facing those in the investment management business and include the necessary background material in financial econometrics to make the book self-contained. For many of the advanced topics, they also provide the reader with references to the most recent applicable research in this rapidly evolving field.In today's financial environment, you need the skills to analyze, optimize, and manage the risk of your quantitative equity portfolio. This guide offers you the best information available to achieve this goal.
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Produktdetails
Weitere Autoren: Focardi, Sergio M. / Kolm, Petter N.
- ISBN: 978-0-470-26247-4
- EAN: 9780470262474
- Produktnummer: 5183829
- Verlag: Wiley
- Sprache: Englisch
- Erscheinungsjahr: 2010
- Seitenangabe: 512 S.
- Masse: H23.2 cm x B16.3 cm x D4.1 cm 743 g
- Gewicht: 743
Über den Autor
Frank J. Fabozzi is Professor in the Practice of Finance and Becton Fellow at the Yale School of Management and Editor of the Journal of Portfolio Management. He is a Chartered Financial Analyst and earned a doctorate in economics from the City University of New York.Sergio M. Focardi is Professor of Finance at EDHEC Business School in Nice and a founding partner of the Paris-based consulting firm The Intertek Group. He is also a member of the Editorial Board of the Journal of Portfolio Management. Sergio holds a degree in electronic engineering from the University of Genoa and a PhD in mathematical finance from the University of Karlsruhe as well as a postgraduate degree in communications from the Galileo Ferraris Electrotechnical Institute (Turin).Petter N. Kolm is the Deputy Director of the Mathematics in Finance Master's Program and Clinical Associate Professor of Mathematics at the Courant Institute of Mathematical Sciences, New York University; and a founding Partner of the New York-based financial consulting firm the Heimdall Group, LLC. Previously, Petter worked in the Quantitative Strategies Group at Goldman Sachs Asset Management. He received an MS in mathematics from ETH in Zurich; an MPhil in applied mathematics from the Royal Institute of Technology in Stockholm; and a PhD in applied mathematics from Yale University.
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