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CAIRO BOOKS's Description
A comprehensive look at the tools and techniques used in quantitative equity
Some books attempt to extend portfolio theory, but the real issue today
relates to the practical implementation of the theory introduced by Harry
Markowitz and others who followed. The purpose of this book is to close the
implementation gap by presenting state-of-the art quantitative techniques and
strategies for managing equity portfolios.
Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm address
the essential elements of this discipline, including financial model building,
financial engineering, static and dynamic factor models, asset allocation,
portfolio models, transaction costs, trading strategies, and much more. They
also provide ample illustrations and thorough discussions of implementation
issues facing those in the investment management business and include the
necessary background material in probability, statistics, and econometrics to
make the book self-contained. Written by a solid author team who has extensive
financial experience in this area Presents state-of-the art quantitative
strategies for managing equity portfolios Focuses on the implementation of
quantitative equity asset management Outlines effective analysis, optimization
methods, and risk models
In today's financial environment, you have to have the skills to analyze,
optimize and manage the risk of your quantitative equity investments. This
guide offers you the best information available to achieve this goal.