Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	Mai 2007
Genre:	Wirtschaft / Recht
	advanced equity investment strategies / asset pricing models / Behavioural Finance / Business & Economics / Investments & Securities / General / Financial Econometrics / Investment & securities / Investment and securities / Multi-factor investing / risk modelling techniques / statistical arbitrage mehr...
ISBN:	9781584885580
EAN-Code:	9781584885580
Verlag:	Taylor and Francis
Einband:	Gebunden
Sprache:	English
Serie:	Chapman and Hall/CRC Financial Mathematics Series
Dimensionen:	H 234 mm / B 156 mm / D
Gewicht:	1020 gr
Seiten:	464
Illustration:	schwarz-weiss Illustrationen, Tabellen, schwarz-weiss
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

This text reviews quantitative investment strategies and factors that are commonly used in practice, including value, momentum, and quality, accompanied by their academic origins. It presents advanced techniques and applications in return forecasting models, risk management, portfolio construction, and portfolio implementation that include examples such as optimal multi-factor models, contextual and nonlinear models, factor timing techniques, portfolio turnover control, Monte Carlo valuation of firm values, and optimal trading. In many cases, the book frames related problems in mathematical terms and illustrates the mathematical concepts and solutions with numerical and empirical examples.