- Afhalen na 1 uur in een winkel met voorraad
- Gratis thuislevering in België vanaf € 30
- Ruim aanbod met 7 miljoen producten
- Afhalen na 1 uur in een winkel met voorraad
- Gratis thuislevering in België vanaf € 30
- Ruim aanbod met 7 miljoen producten
Financial Modeling of the Equity Market
From Capm to Cointegration
Frank J Fabozzi, Sergio M Focardi, Petter N Kolm
€ 152,95
+ 305 punten
Omschrijving
An inside look at modern approaches to modeling equity portfolios
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.
Specificaties
Betrokkenen
- Auteur(s):
- Uitgeverij:
Inhoud
- Aantal bladzijden:
- 672
- Taal:
- Engels
- Reeks:
- Reeksnummer:
- nr. 144
Eigenschappen
- Productcode (EAN):
- 9780471699002
- Verschijningsdatum:
- 1/11/2005
- Uitvoering:
- Hardcover
- Formaat:
- Genaaid
- Afmetingen:
- 158 mm x 235 mm
- Gewicht:
- 1124 g
Alleen bij Standaard Boekhandel
+ 305 punten op je klantenkaart van Standaard Boekhandel
E-BOOK ACTIE
Beoordelingen
We publiceren alleen reviews die voldoen aan de voorwaarden voor reviews. Bekijk onze voorwaarden voor reviews.