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Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010
Persistent link: https://www.econbiz.de/10003898661
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Financial modeling of the equity market : from CAPM to cointegration
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2006
Persistent link: https://www.econbiz.de/10002933247
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Robust portfolio optimization
Pachamanova, Dessislava A.; Kolm, Petter N.; Fabozzi, … - 2008
Persistent link: https://www.econbiz.de/10003765851
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Probability and statistics for finance
Račev, Svetlozar T.; Höchstötter, Markus; Fabozzi, … - 2010
A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm...
Persistent link: https://www.econbiz.de/10008665229
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Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
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Diversification : should we be diversifying trends?
Fabozzi, Frank J.; Focardi, Sergio M. - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 1-4
Persistent link: https://www.econbiz.de/10009520397
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A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.; Fabozzi, Frank J.; Mitov, Ivan K. - In: Journal of banking & finance 65 (2016), pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
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Issues in applying financial econometrics to factor-based modeling in investment management
Engle, Robert F.; Focardi, Sergio M.; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 42 (2016) 5, pp. 94-106
Persistent link: https://www.econbiz.de/10011686773
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Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo; Stoyanov, Stoyan V.; … - 2019
Persistent link: https://www.econbiz.de/10012010807
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Mathematical methods for finance : tools for asset and risk management
Focardi, Sergio M.; Fabozzi, Frank J.; Bali, Turan G. - 2013
Persistent link: https://www.econbiz.de/10013546820