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Financial modeling of the equity market : from CAPM to cointegration
Authors: --- ---
ISBN: 0471699004 9780471699002 Year: 2006 Publisher: Hoboken, N.J.: Wiley,


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Financial modeling of the equity market: from CAPM to cointegration
Authors: --- ---
Year: 2006 Publisher: Hoboken, N.J. Wiley

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Robust portfolio optimization and management
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ISBN: 9780471921226 Year: 2007 Publisher: Hoboken, N.J. Wiley

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Quantitative equity investing : techniques and strategies
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ISBN: 0470617527 1282481991 9786612481994 0470617519 Year: 2010 Publisher: Hoboken, N.J. : Wiley,

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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,


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Quantitative equity strategies

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