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Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process.The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust.The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized facts, liquidity issues, or data biases.Besides the quantitative concepts detailed here, the reader will find useful references to other works to develop an in-depth understanding of an investment process.
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Informazioni sull'autore
Florian Ielpo is Head of Macro Research at Unigestion and associate researcher at University of Paris 1 in France.
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Engineering Investment Process: Making Value Creation Repeatable
Editore:
Iste Press - Elsevier, 2017
ISBN 10: 1785481622
ISBN 13: 9781785481628
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Hardcover. Condizione: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Codice articolo G1785481622I4N00
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Engineering Investment Process
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process.The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust.The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized facts, liquidity issues, or data biases.Besides the quantitative concepts detailed here, the reader will find useful references to other works to develop an in-depth understanding of an investment process. Englisch. Codice articolo 9781785481628
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Engineering Investment Process : Making Value Creation Repeatable
Print on DemandDa: AHA-BUCH GmbH, Einbeck, Germania
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Buch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process.The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust.The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized facts, liquidity issues, or data biases.Besides the quantitative concepts detailed here, the reader will find useful references to other works to develop an in-depth understanding of an investment process. Codice articolo 9781785481628
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