Reviews quantitative investment strategies and factors that are commonly used in practice, including value, momentum, and quality, accompanied by their academic origins. This work presents advanced techniques and applications in return forecasting models, risk management, portfolio construction, and portfolio implementation.
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Popis
Reviews quantitative investment strategies and factors that are commonly used in practice, including value, momentum, and quality, accompanied by their academic origins. This work presents advanced techniques and applications in return forecasting models, risk management, portfolio construction, and portfolio implementation.
Parametry
| Rok vydání | 2007 |
| Nakladatelství | Taylor & Francis Ltd |
| Autor | Qian, Edward E.;Sorensen, Eric H.;Hua, Ronald H |
| Počet stran | 464 |
| Výrobce | Taylor & Francis Inc |
| Váha | 778 gramů |
