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.

By:

Fabozzi, Frank J

Contributor(s):

Material type: Text

TextSeries: Frank J. Fabozzi seriesPublication details: Hoboken, N.J. : John Wiley, c2010.Description: xvi, 511 p. : ill. ; 24 cmISBN:

9780470262474 (cloth)
0470262478 (cloth)

Subject(s):

DDC classification:

332.63/2042 22

LOC classification:

HG4529.5 .F3346 2010

Contents:

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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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Kozhikode	336.767 FAB/Q (Browse shelf(Opens below))	Available		IIMKO-27758

Total holds: 0

Includes bibliographical references and index.

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