Produktbild
Frank J. Fabozzi

Financial Modeling of the Equity Market

From CAPM to Cointegration

Buch

Financial Modeling of the Equity MarketIn Financial Modeling of the Equity Market, Frank Fabozzi, Sergio Focardi, and Petter Kolm provide you with the tools you need to succeed in managing equity portfolios.This book presents complex concepts in a concise and clear manner and includes a wealth of real-world examples and practical simulations. Filled with in-depth insight and expert advice, Financial Modeling of the Equity Market covers a wide range of important topics including:* The major approaches to single-period portfolio analysis, including modeling, estimation, and optimization issues* Static and dynamic factor analysis, regime shifts,… Mehr

CHF 130.00

Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)

Versandfertig innerhalb 1-3 Werktagen

Produktdetails


Weitere Autoren: Focardi, Sergio M. / Kolm, Petter N.
  • ISBN: 978-0-471-69900-2
  • EAN: 9780471699002
  • Produktnummer: 1359380
  • Verlag: John Wiley & Sons
  • Sprache: Englisch
  • Erscheinungsjahr: 2005
  • Seitenangabe: 672 S.
  • Masse: H23.5 cm x B15.7 cm x D4.3 cm 1'169 g
  • Abbildungen: HC gerader Rücken kaschiert
  • Gewicht: 1169

Über den Autor


FRANK J. FABOZZI, PHD, CFA, CPA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management and a Fellow of the International Center for Finance. Prior to joining the Yale faculty, Fabozzi was a visiting professor of finance in the Sloan School of Management at MIT. Fabozzi is the Editor of the Journal of Portfolio Management.Sergio M. Focardi is a founding partner of the Paris-based consulting firm, The Intertek Group. He consults on, trains on, and implements quantitative financial models. He is also a member of the editorial board of the Journal of Portfolio Management and author of numerous articles and books on financial modeling.Petter N. Kolm, PHD, is a doctoral student in finance at Yale University's School of Management and a financial consultant in New York City. Previously, he worked in the Quantitative Strategies group at Goldman Sachs Asset Management where he developed quantitative investment models and strategies.

100 weitere Werke von Frank J. Fabozzi:


Bewertungen


0 von 0 Bewertungen

Geben Sie eine Bewertung ab!

Teilen Sie Ihre Erfahrungen mit dem Produkt mit anderen Kunden.