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Quantitative Equity Investing: Techniques and Strategies
By: Frank J. Fabozzi CFA , Sergio M. FocardieBook Publisher: John Wiley & Sons
Imprint: John Wiley & Sons
Format: ePub Encrypted (DRM)
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A comprehensive look at the tools and techniques used in quantitative equity management
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.
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| Title of Business & Economics eBook: Quantitative Equity Investing: Techniques and Strategies | |
| Release Date: 02-02-2010 | |
| Publisher: John Wiley & Sons |
This eBook download is available in the following formats:
| Parent title | Quantitative Equity Investing:... |
|---|---|
| Encrypted (DRM) | Yes |
| SKU | 9780470617519 |
| File size | 4028 |
| Security | n/a |
| Printing | Not allowed |
| Copying | Not allowed |
| Read aloud | No Sys requirements Download reader |
| Devices | Samsung Tablet, Apple Ipad & Iphone, Barnes & Noble Nook, Kobo eReader, Aluratek Libre, Iliad, Nokia, Blackberry, Hanlin |
| Note | Excellent navigation features are available via Adobe such as bookmarks and a quick access table of contents. Text search is easily accessible. An Adobe DRM-protected file is different than a pdf file in that it uses Adobe DRM (Digital Rights Management) technology, which authors and publishers use to protect their content from illegal online distribution and to set certain privileges such as restrictions on copying and printing. |
Quantitative Equity Investing: Techniques and Strategies
Chapter One
Introduction
An economy can be regarded as a machine that takes in input labor and natural resources and outputs products and services. Studying this machine from a physical point of view would be very difficult because we should study the characteristics and the interrelationships among all modern engineering and production processes. Economics takes a bird's-eye view of these processes and attempts to study the dynamics of the economic value associated with the structure of the economy and its inputs and outputs. Economics is by nature a quantitative science, though it is difficult to find simple rules that link economic quantities.
In most economies value is presently obtained through a market process where supply meets demand. Here is where finance and financial markets come into play. They provide the tools to optimize the allocation of resources through time and space and to manage risk. Finance is by nature quantitative like economics but it is subject to a large level of risk. It is the measurement of risk and the implementation of decision-making processes based on risk that makes finance a quantitative science and not simply accounting.
Equity investing is one of the most fundamental processes of finance. Equity investing allows allocating the savings of the households to investments in the productive activities of an economy. This investment process is a fundamental economic enabler: without equity investment it would be very difficult for an economy to properly function and grow. With the diffusion of affordable fast computers and with progress made in u
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