Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010
portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz … management business and include the necessary background material in probability, statistics, and econometrics to make the book … QUANTITATIVE EQUITY MANAGEMENT -- LOOKING AHEAD FOR QUANTITATIVE EQUITY INVESTING -- Chapter 2: Financial Econometrics I: Linear …
