Quantitative Equity Investing: Techniques and Strategies (Frank J. Fabozzi Series) Frank J. Fabozzi

ISBN:

Published: January 29th 2010

Kindle Edition

528 pages


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Quantitative Equity Investing: Techniques and Strategies (Frank J. Fabozzi Series)  by  Frank J. Fabozzi

Quantitative Equity Investing: Techniques and Strategies (Frank J. Fabozzi Series) by Frank J. Fabozzi
January 29th 2010 | Kindle Edition | PDF, EPUB, FB2, DjVu, AUDIO, mp3, RTF | 528 pages | ISBN: | 7.78 Mb

A comprehensive look at the tools and techniques used in quantitative equity managementSome books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz andMoreA comprehensive look at the tools and techniques used in quantitative equity managementSome 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 areaPresents state-of-the art quantitative strategies for managing equity portfoliosFocuses on the implementation of quantitative equity asset managementOutlines effective analysis, optimization methods, and risk modelsIn todays 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.



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