Modern equity investing strategies

Part I. Modern equity markets -- Part II. Market dynamics -- Part III. Portfolio management -- Part IV. Active trading strategies.

Gespeichert in:

Bibliographische Detailangaben
1. Verfasser:	Schmidt, Anatoly B. (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	New Jersey World Scientific 2022
Schlagworte:	Financial Engineering > Portfolio-Management > Fixed-income securities > Stock exchanges
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Beschreibung
Zusammenfassung:	Part I. Modern equity markets -- Part II. Market dynamics -- Part III. Portfolio management -- Part IV. Active trading strategies. "This book will satisfy the demand among college majors in Finance and Financial Engineering, and mathematically-versed practitioners for description of both the classical approaches to equity investing and new investment strategies scattered in the periodic literature. Besides the major portfolio management theories (mean variance theory, CAPM, and APT), the book addresses several important topics: portfolio diversification, optimal ESG portfolios, factor models (smart betas), robust portfolio optimization, risk-based asset allocation, statistical arbitrage, alternative data based investing, back-testing of trading strategies, modern market microstructure, algorithmic trading, and agent-based modeling of financial markets. The book also includes the basic elements of time series analysis in the Appendix for self-contained presentation of the material. While the book covers technical concepts and models, it will not overburden the reader with math beyond the Finance undergraduates' curriculum"--
Beschreibung:	Includes bibliographical references and index
Beschreibung:	xxix, 322 Seiten Illustrationen
ISBN:	9789811239496 978-981-12-3949-6 9811239495 981-12-3949-5