Quantitative equity investing: techniques and strategies

In this book, Fabozzi, Focardi, and Kolm present readers with state-of-the-art quantitative equity strategies and expose the challenges in implementation that can be used by novice and experienced asset managers alike. Chapter topicsinclude probability and statistics, econometrics, model building, financial engineering, portable alpha, asset allocation, portfolio models, and much more.Frank J. Fabozzi (New Hope, PA) is Professor in the Practice of Finance and Becton Fellow at Yale Universitys School of Management, Editor of the Journal of Portfolio Management, and Associate Editor of the Journal of Structured Finance and the Journal of Fixed Income. Sergio M. Focardi (Paris, France) s a founding partner of the Paris-based consulting firm The Intertek Group. Sergio lectures at the University of Genoa and is 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 post graduate degree in Communicationsfrom the Galileo Ferraris Electrotechnical Institute (Turin). Petter N. Kolm (New York, NY) is Clinical Associate Professor of Mathematical Finance and Director of the Mathematical Finance program at NYUs Courant School. He received an M.S. in mathematics from ETH in Zurich in 1994; an M.Phil. in applied mathematics from the Royal Institute of Technology in Stockholm in 2000; and an M.S. and Ph.D. in applied mathematics from Yale University in 1999 and 2000, respectively.

• ISBN: 978-0-470-26247-4
• Editorial: John Wiley & Sons
• Encuadernacion: Cartoné
• Páginas: 511
• Fecha Publicación: 10/03/2010
• Nº Volúmenes: 1
• Idioma: Inglés