Quantitative Equity Investing

Techniques and Strategies

Business & Finance, Finance & Investing, Investments & Securities
Cover of the book Quantitative Equity Investing by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi ISBN: 9780470617526
Publisher: Wiley Publication: January 29, 2010
Imprint: Wiley Language: English
Author: Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
ISBN: 9780470617526
Publisher: Wiley
Publication: January 29, 2010
Imprint: Wiley
Language: English

A comprehensive look at the tools and techniques used in quantitative equity management

Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios.

Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm 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 also provide ample illustrations and thorough discussions of implementation issues facing those in the investment management business and include the necessary background material in probability, statistics, and econometrics to make the book self-contained.

  • Written by a solid author team who has extensive financial experience in this area
  • Presents state-of-the art quantitative strategies for managing equity portfolios
  • Focuses on the implementation of quantitative equity asset management
  • Outlines effective analysis, optimization methods, and risk models

In today's financial environment, you have to have the skills to analyze, optimize and manage the risk of your quantitative equity investments. This guide offers you the best information available to achieve this goal.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

A comprehensive look at the tools and techniques used in quantitative equity management

Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios.

Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm 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 also provide ample illustrations and thorough discussions of implementation issues facing those in the investment management business and include the necessary background material in probability, statistics, and econometrics to make the book self-contained.

In today's financial environment, you have to have the skills to analyze, optimize and manage the risk of your quantitative equity investments. This guide offers you the best information available to achieve this goal.

More books from Wiley

Cover of the book Neuromodulation in Psychiatry by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
Cover of the book Between Skins by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
Cover of the book Philip A. Fisher Collected Works, Foreword by Ken Fisher by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
Cover of the book OCA / OCP Java SE 8 Programmer Practice Tests by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
Cover of the book Bovine Surgery and Lameness by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
Cover of the book Managing the Long-Term Care Facility by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
Cover of the book Sales Growth by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
Cover of the book Informatik für Dummies, Das Lehrbuch by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
Cover of the book Best Practices in Talent Management by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
Cover of the book Taking the Stage by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
Cover of the book Tracking with Particle Filter for High-dimensional Observation and State Spaces by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
Cover of the book Atlas of Comparative Diagnostic and Experimental Hematology by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
Cover of the book Neuroinflammation by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
Cover of the book Latina/o Studies by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
Cover of the book Search Engine Optimization All-in-One For Dummies by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy