Modern equity investing strategies [electronic resource]:
"This book will satisfy the demand among college majors in Finance and Financial Engineering, and mathematically-versed practitioners for description of both the classical approaches to equity investing and new investment strategies scattered in the periodic literature. Besides the major portfo...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific
2021
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | "This book will satisfy the demand among college majors in Finance and Financial Engineering, and mathematically-versed practitioners for description of both the classical approaches to equity investing and new investment strategies scattered in the periodic literature. Besides the major portfolio management theories (mean variance theory, CAPM, and APT), the book addresses several important topics: portfolio diversification, optimal ESG portfolios, factor models (smart betas), robust portfolio optimization, risk-based asset allocation, statistical arbitrage, alternative data based investing, back-testing of trading strategies, modern market microstructure, algorithmic trading, and agent-based modeling of financial markets. The book also includes the basic elements of time series analysis in the Appendix for self-contained presentation of the material. While the book covers technical concepts and models, it will not overburden the reader with math beyond the Finance undergraduates' curriculum"-- |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | 1 Online-Ressource (352 Seiten) |
| ISBN: | 9789811239502 9811239509 |
| DOI: | 10.1142/12347 |
Internformat
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| 300 | |a 1 Online-Ressource (352 Seiten) | ||
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| 500 | |a Includes bibliographical references and index | ||
| 520 | |a "This book will satisfy the demand among college majors in Finance and Financial Engineering, and mathematically-versed practitioners for description of both the classical approaches to equity investing and new investment strategies scattered in the periodic literature. Besides the major portfolio management theories (mean variance theory, CAPM, and APT), the book addresses several important topics: portfolio diversification, optimal ESG portfolios, factor models (smart betas), robust portfolio optimization, risk-based asset allocation, statistical arbitrage, alternative data based investing, back-testing of trading strategies, modern market microstructure, algorithmic trading, and agent-based modeling of financial markets. The book also includes the basic elements of time series analysis in the Appendix for self-contained presentation of the material. While the book covers technical concepts and models, it will not overburden the reader with math beyond the Finance undergraduates' curriculum"-- | ||
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Datensatz im Suchindex
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| author | Schmidt, Anatoly B. |
| author_facet | Schmidt, Anatoly B. |
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| author_sort | Schmidt, Anatoly B. |
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| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64 |
| dewey-search | 332.64 |
| dewey-sort | 3332.64 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| doi_str_mv | 10.1142/12347 |
| format | Electronic eBook |
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| id | DE-604.BV047579069 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T18:32:53Z |
| indexdate | 2024-07-10T09:15:22Z |
| institution | BVB |
| isbn | 9789811239502 9811239509 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032964474 |
| oclc_num | 1286869971 |
| open_access_boolean | |
| physical | 1 Online-Ressource (352 Seiten) |
| psigel | ZDB-124-WOP |
| publishDate | 2021 |
| publishDateSearch | 2021 |
| publishDateSort | 2021 |
| publisher | World Scientific |
| record_format | marc |
| spelling | Schmidt, Anatoly B. Verfasser aut Modern equity investing strategies [electronic resource] Anatoly B. Schmidt Singapore World Scientific 2021 1 Online-Ressource (352 Seiten) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index "This book will satisfy the demand among college majors in Finance and Financial Engineering, and mathematically-versed practitioners for description of both the classical approaches to equity investing and new investment strategies scattered in the periodic literature. Besides the major portfolio management theories (mean variance theory, CAPM, and APT), the book addresses several important topics: portfolio diversification, optimal ESG portfolios, factor models (smart betas), robust portfolio optimization, risk-based asset allocation, statistical arbitrage, alternative data based investing, back-testing of trading strategies, modern market microstructure, algorithmic trading, and agent-based modeling of financial markets. The book also includes the basic elements of time series analysis in the Appendix for self-contained presentation of the material. While the book covers technical concepts and models, it will not overburden the reader with math beyond the Finance undergraduates' curriculum"-- Fixed-income securities Stock exchanges Electronic books Erscheint auch als Druck-Ausgabe 9789811239496 Erscheint auch als Druck-Ausgabe 9811239495 https://doi.org/10.1142/12347 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Schmidt, Anatoly B. Modern equity investing strategies [electronic resource] Fixed-income securities Stock exchanges |
| title | Modern equity investing strategies [electronic resource] |
| title_auth | Modern equity investing strategies [electronic resource] |
| title_exact_search | Modern equity investing strategies [electronic resource] |
| title_exact_search_txtP | Modern equity investing strategies [electronic resource] |
| title_full | Modern equity investing strategies [electronic resource] Anatoly B. Schmidt |
| title_fullStr | Modern equity investing strategies [electronic resource] Anatoly B. Schmidt |
| title_full_unstemmed | Modern equity investing strategies [electronic resource] Anatoly B. Schmidt |
| title_short | Modern equity investing strategies [electronic resource] |
| title_sort | modern equity investing strategies electronic resource |
| topic | Fixed-income securities Stock exchanges |
| topic_facet | Fixed-income securities Stock exchanges |
| url | https://doi.org/10.1142/12347 |
| work_keys_str_mv | AT schmidtanatolyb modernequityinvestingstrategieselectronicresource |