Modern Equity Investing Strategies

Modern Equity Investing Strategies
Author :
Publisher : World Scientific
Total Pages : 353
Release :
ISBN-10 : 9789811239519
ISBN-13 : 9811239517
Rating : 4/5 (517 Downloads)

Book Synopsis Modern Equity Investing Strategies by : Anatoly B Schmidt

Download or read book Modern Equity Investing Strategies written by Anatoly B Schmidt and published by World Scientific. This book was released on 2021-10-04 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Modern Equity Investing Strategies Related Books

Modern Equity Investing Strategies
Language: en
Pages: 353
Authors: Anatoly B Schmidt
Categories: Business & Economics
Type: BOOK - Published: 2021-10-04 - Publisher: World Scientific

DOWNLOAD EBOOK

This book will satisfy the demand among college majors in Finance and Financial Engineering, and mathematically-versed practitioners for description of both the
Quantitative Equity Investing
Language: en
Pages: 528
Authors: Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2010-03-01 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

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
Modern Portfolio Management
Language: en
Pages: 504
Authors: Martin L. Leibowitz
Categories: Business & Economics
Type: BOOK - Published: 2009-01-08 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Active 130/30 Extensions is the newest wave of disciplined investment strategies that involves asymmetric decision-making on long/short portfolio decisions, con
The Only Guide to a Winning Investment Strategy You'll Ever Need
Language: en
Pages: 197
Authors: Larry E. Swedroe
Categories: Business & Economics
Type: BOOK - Published: 2005-01-01 - Publisher: Macmillan + ORM

DOWNLOAD EBOOK

Investment professional Larry E. Swedroe describes the crucial difference between "active" and "passive" mutual funds, and tells you how you can win the investm
Investment Philosophies
Language: en
Pages: 615
Authors: Aswath Damodaran
Categories: Business & Economics
Type: BOOK - Published: 2012-06-22 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

The guide for investors who want a better understanding of investment strategies that have stood the test of time This thoroughly revised and updated edition of