Quantitative equity investing : techniques and strategies
Year of publication: |
2010
|
---|---|
Authors: | Fabozzi, Frank J. ; Focardi, Sergio M. ; Kolm, Petter N. |
Other Persons: | Focardi, Sergio M. (contributor) |
Publisher: |
Hoboken, NJ : Wiley |
Subject: | Finanzmathematik | Mathematical finance | Portfolio-Management | Portfolio selection | Ökonometrie | Econometrics | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Faktorenanalyse | Factor analysis | Financial Engineering | Financial engineering | CAPM | Transaktionskosten | Transaction costs | Theorie | Theory | Portfoliomanagement | Investition |
Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] |
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Quantitative equity investing : techniques and strategies
Fabozzi, Frank J., (2010)
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Applied quantitative finance : theory and computational tools
Härdle, Wolfgang, (2002)
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Härdle, Wolfgang, (2009)
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Financial modeling of the equity market : from CAPM to cointegration
Fabozzi, Frank J., (2006)
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PORTFOLIO CONSTRUCTION - ROBUST PORTFOLIO OPTIMIZATION
Fabozzi, Frank J., (2007)
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Overview of active common stock portfolio strategies
Fabozzi, Frank J., (2008)
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