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| LEADER |
01574nam a2200253 a 4500 |
| 001 |
559926 |
| 005 |
20171111230024.0 |
| 008 |
100104s2010 njua b 001 0 eng |
| 020 |
|
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|a 9780470262474 (cloth)
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| 040 |
|
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|a DLC
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| 050 |
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|a HG4529.5
|b .F3346 2010
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| 082 |
|
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|2 22
|a 332.63/2042
|
| 100 |
1 |
|
|a Fabozzi, Frank J.
|
| 245 |
1 |
|
|a Quantitative equity investing :
|b techniques and strategies /
|c Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova.
|
| 260 |
1 |
|
|a Hoboken, N.J. :
|b Wiley,
|c c2010.
|
| 300 |
1 |
|
|a xvi, 511 p. :
|b ill. ;
|c 24 cm.
|
| 490 |
1 |
|
|a The Frank J. Fabozzi series
|
| 504 |
1 |
|
|a Includes bibliographical references and index.
|
| 505 |
1 |
|
|a 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.
|
| 650 |
1 |
|
|a Portfolio management
|
| 650 |
1 |
|
|a Investments
|
| 700 |
1 |
|
|a Focardi, Sergio M.
|
| 700 |
1 |
|
|a Kolm, Petter N.
|
| 952 |
|
|
|a GrThPMO
|b 59b01c426c5ad17d7e5af479
|c 952a
|d 9528
|e HG4529.5.F3346 2010
|t 7
|x m
|z Books
|
