UID:
almafu_9959328968902883
Format:
1 online resource (xx, 651 pages) :
,
illustrations
ISBN:
9781119201236
,
1119201233
,
0470037695
,
9780470037690
Series Statement:
Frank J. Fabozzi series
Content:
An inside look at modern approaches to modeling equity portfoliosFinancial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance.
Note:
Financial Modeling of the Equity Market; Contents; Preface; Acknowledgments; About the Authors; Chapter 1: Introduction; Chapter 2: Mean-Variance Analysis and Modern Portfolio Theory; Chapter 3: Transaction and Trading Costs; Chapter 4: Applying the Portfolio Selection Framework in Practice; Chapter 5: Incorporating Higher Moments and Extreme Risk Measures; Chapter 6: Mathematical and Numerical Optimization; Chapter 7: Equity Price Models; Chapter 8: Forecasting Expected Return and Risk; Chapter 9: Robust Frameworks for Estimation and Portfolio Allocation.
Additional Edition:
Print version: Fabozzi, Frank J. Financial modeling of the equity market. Hoboken, N.J. : Wiley, ©2006 ISBN 0471699004
Language:
English
Keywords:
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201236
Bookmarklink
