Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance. Without sacrificing mathematical rigor, it presents arguments in a concise and clear style with a wealth of real-world examples and practical simulations. This book presents all the major approaches to single-period return analysis, including modeling, estimation, and optimization issues. It covers both static and dynamic factor analysis, regime shifts, long-run modeling, and cointegration. Estimation issues, including dimensionality reduction, Bayesian estimates, the Black-Litterman model, and random coefficient models, are also covered in depth. Important advances in transaction cost measurement and modeling, robust optimization, and recent developments in optimization with higher moments are also discussed.
Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm, The Intertek Group. He is a member of the editorial board of the Journal of Portfolio Management. He is also the author of numerous articles and books on financial modeling. Petter N. Kolm, PhD (New Haven, CT and New York, NY), is a graduate student in finance at the Yale School of Management and a financial consultant in New York City. Previously, he worked in the Quantitative Strategies Group of Goldman Sachs Asset Management, where he developed quantitative investment models and strategies.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Sergio M. Focardi is a founding partner of the Paris-based consulting firm, The Intertek Group. He consults on, trains on, and implements quantitative financial models. He is also a member of the editorial board of the Journal of Portfolio Management and author of numerous articles and books on financial modeling.
Petter N. Kolm, PHD, is a doctoral student in finance at Yale University's School of Management and a financial consultant in New York City. Previously, he worked in the Quantitative Strategies group at Goldman Sachs Asset Management where he developed quantitative investment models and strategies.
In Financial Modeling of the Equity Market, Frank Fabozzi, Sergio Focardi, and Petter Kolm provide you with the tools you need to succeed in managing equity portfolios.
This book presents complex concepts in a concise and clear manner and includes a wealth of real-world examples and practical simulations. Filled with in-depth insight and expert advice, Financial Modeling of the Equity Market covers a wide range of important topics including:
Financial Modeling of the Equity Market contains the latest techniques for modeling equity portfolios, and offers both financial professionals and students of finance a chance to improve their skills within this important area.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Spese di spedizione:
EUR 2,46
In U.S.A.
Descrizione libro Condizione: New. Codice articolo 2544794-n
Descrizione libro Condizione: new. Codice articolo FrontCover0471699004
Descrizione libro Hardcover. Condizione: new. New. Codice articolo Wizard0471699004
Descrizione libro Condizione: new. Codice articolo newMercantile_0471699004
Descrizione libro Hardcover. Condizione: new. New Copy. Customer Service Guaranteed. Codice articolo think0471699004
Descrizione libro Hardcover. Condizione: new. New. Fast Shipping and good customer service. Codice articolo Holz_New_0471699004
Descrizione libro Condizione: New. Brand New! Not Overstocks or Low Quality Book Club Editions! Direct From the Publisher! We're not a giant, faceless warehouse organization! We're a small town bookstore that loves books and loves it's customers! Buy from Lakeside Books!. Codice articolo OTF-S-9780471699002
Descrizione libro Condizione: New. Codice articolo ABLIING23Feb2215580225598
Descrizione libro Condizione: new. Codice articolo a66354bfc5d7e19726e1139d50f57dbd
Descrizione libro Hardcover. Condizione: new. This item is printed on demand. Codice articolo 9780471699002