Quantitative equity investing : techniques and strategies /
| Main Author: | |
|---|---|
| Other Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, N.J. :
Wiley,
c2010.
|
| Series: | The Frank J. Fabozzi series
|
| Subjects: |
Table of Contents:
- 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.