Engineering Investment Process. Making Value Creation...

Main
Business & Economics
Engineering Investment Process. Making...

Engineering Investment Process. Making Value Creation Repeatable

Name: Engineering Investment Process. Making Value Creation Repeatable
ISBN: 9780081011485

Florian Ielpo, Chafic Merhy and Guillaume Simon (Auth.)

0 / 0

0 comments

Bạn thích cuốn sách này tới mức nào?

Chất lượng của file scan thế nào?

Xin download sách để đánh giá chất lượng sách

Chất lượng của file tải xuống thế nào?

Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process.
The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust.
The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized facts, liquidity issues, or data biases.
Besides the quantitative concepts detailed here, the reader will find useful references to other works to develop an in-depth understanding of an investment process.

Thể loại:

Business & Economics

Năm:

2017

In lần thứ:

1st Edition

Nhà xuát bản:

ISTE Press - Elsevier

Ngôn ngữ:

english

Trang:

430