Quantitative Equity Investing-Techniques and Strategies.pdf

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1、QUANTITATIVEEQUITYINVESTINGFABOZZI$95.00USA/$114.00CANFOCARDITHEFRANKJ.FABOZZISERIESFRANKJ.FABOZZIisProfessorinthePracticen1952,HarryMarkowitzintroducedacriticalTechniquesandstrategiesforsuccessfulKOLMofFinanceandBectonFellowattheYaleSchoolofQUANTITATIVEEQUI

2、TYINVESTINGinnovationininvestmentmanagementpopularlyManagementandEditoroftheJournalofPortfolioquantitativeequitymanagementIreferredtoasmodernportfoliotheoryinwhichManagement.HeisaCharteredFinancialAnalysthesuggestedthatinvestorsshoulddecidetheallocationandea

3、rnedadoctorateineconomicsfromtheCityoftheirinvestmentfundsonthebasisofthetrade-offUniversityofNewYork.Quantitativeequityportfoliomanagementisafundamentalbetweenportfoliorisk,asmeasuredbythestandardbuildingblockofinvestmentmanagement.Thishands-onguidedeviatio

4、nofinvestmentreturns,andportfolioreturn,asSERGIOM.FOCARDIisProfessorofFinancemeasuredbytheexpectedvalueoftheinvestmentreturn.atEDHECBusinessSchoolinNiceandaclosesthegapbetweentheoryandpracticebypresentingstate-of-Entirenewresearchareasgrewfromhisgroundbreaki

5、ngfoundingpartneroftheParis-basedconsultingthe-artquantitativetechniquesandstrategiesformanagingequityidea,which,withthespreadoflow-costpowerfulfirmTheIntertekGroup.Heisalsoamembercomputers,foundimportantpracticalapplicationsinoftheEditorialBoardoftheJournal

6、ofPortfolioportfolios.severalfieldsoffinance.DevelopingthenecessaryinputsManagement.SergioholdsadegreeinelectronicforconstructingportfoliosbasedonmodernportfolioengineeringfromtheUniversityofGenoaandaAuthorsFrankFabozzi,SergioFocardi,andPetterKolmalloftheoryha

7、sbeenfacilitatedbythedevelopmentofPhDinmathematicalfinancefromtheUniversityBayesianstatistics,shrinkagetechniques,factormodels,ofKarlsruheaswellasapostgraduatedegreewhomhaveextensiveexperienceinthisareaaddresstheessentialandrobustportfoliooptimization.Modern

8、quantitativeincommunicationsfromtheGalileoFerrariselementsofthisdiscipline,includingfinancialmodelbuilding,techniqueshavenowmadeitpossibletomanagelargeElectrotechnicalInstitute(Turin).investmentp