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Quantitative equity investing : = te...

Kolm, Petter N.

Quantitative equity investing : = techniques and strategies /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Quantitative equity investing :/ Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova.
Reminder of title:	techniques and strategies /
Author:	Fabozzi, Frank J.
other author:	Focardi, Sergio M.
Published:	Hoboken, N.J. :John Wiley, : c2010.,
Description:	xvi, 511 p. :ill. ; : 24 cm.;
Subject:	Portfolio management. -
ISBN:	9780470262474 (cloth) :

Quantitative equity investing : = techniques and strategies /
Fabozzi, Frank J.

Quantitative equity investing :techniques and strategies /Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova. - Hoboken, N.J. :John Wiley,c2010. - xvi, 511 p. :ill. ;24 cm. - The Frank J. Fabozzi series. - Frank J. Fabozzi series..

Includes bibliographical references and index.

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.

ISBN: 9780470262474 (cloth) :NT2789

LCCN: 2009050962

Nat. Bib. No.: GBA9A8534bnbSubjects--Topical Terms:

557690
Portfolio management.

LC Class. No.: HG4529.5 / .F3346 2010

Dewey Class. No.: 332.63/2042

Quantitative equity investing : = techniques and strategies /
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100 1 $a Fabozzi, Frank J. $3 565728
245 1 0 $a Quantitative equity investing : $b techniques and strategies / $c Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova.
260 $a Hoboken, N.J. : $c c2010. $b John Wiley,
300 $a xvi, 511 p. : $b ill. ; $c 24 cm.
490 1 $a The Frank J. Fabozzi series
504 $a Includes bibliographical references and index.
505 0 $a 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.
650 0 $a Portfolio management. $3 557690
650 0 $a Investments. $3 557691
700 1 $a Focardi, Sergio M. $3 831469
700 1 $a Kolm, Petter N. $3 831470
830 0 $a Frank J. Fabozzi series. $3 797656