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Quantitative equity investing : techniques and strategies / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Livre
Edited by John Wiley. Hoboken, N.J. - 2010
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.
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