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17%OFFFrank J. Fabozzi - Quantitative Equity Investing - 9780470262474 - V9780470262474
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Quantitative Equity Investing

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Description for Quantitative Equity Investing Hardcover. 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. Series: Frank J. Fabozzi Series. Num Pages: 528 pages, Illustrations. BIC Classification: KF. Category: (P) Professional & Vocational. Dimension: 235 x 159 x 46. Weight in Grams: 772.

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, ... Read more

  • 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.

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Product Details

Format
Hardback
Publication date
2010
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
528
Condition
New
Series
Frank J. Fabozzi Series
Number of Pages
528
Place of Publication
New York, United States
ISBN
9780470262474
SKU
V9780470262474
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50

About Frank J. Fabozzi
FRANK J. FABOZZI is Professor in the Practice of Finance and Becton Fellow at the Yale School of Management and Editor of the Journal of Portfolio Management. He is a Chartered Financial Analyst and earned a doctorate in economics from the City University of New York. SERGIO M. FOCARDI is Professor of Finance at EDHEC Business School in ... Read more

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