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Stocks --- Portfolio management --- Mathematical models --- AA / International- internationaal --- 333.633 --- 305.91 --- 333.600 --- Stock exchanges --- -332.642 --- Bulls and bears --- Commercial corners --- Corners, Commercial --- Equity markets --- Exchanges, Securities --- Exchanges, Stock --- Securities exchanges --- Stock-exchange --- Stock markets --- Capital market --- Efficient market theory --- Speculation --- Aandelen. --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Financiële markten. Kapitaalmarkten (algemeenheden). --- 332.642 --- Common shares --- Common stocks --- Equities --- Equity capital --- Equity financing --- Shares of stock --- Stock issues --- Stock offerings --- Stock trading --- Trading, Stock --- Securities --- Bonds --- Corporations --- Going public (Securities) --- Stock repurchasing --- Stockholders --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Financiële markten. Kapitaalmarkten (algemeenheden) --- Aandelen --- Actions de sociétés --- Gestion de portefeuille --- Modèles mathématiques --- Mathematical models. --- Stocks - Mathematical models --- Portfolio management - Mathematical models --- Actions de sociétés --- Modèles mathématiques
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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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