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Modern equity investing strategies / Anatoly B. Schmidt.

By:

Schmidt, Anatoly B [author.]

Material type: Text

TextPublisher: [Singapore] ; [New Jersey] : [World Scientific], [2023]Description: xxix,; 332 pContent type:

text

Media type:

computer

Carrier type:

online resource

Subject(s):

Additional physical formats: Print version:: Modern equity investing strategiesDDC classification:

332.64 22

LOC classification:

HG4650

Contents:

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

Summary: "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"-- Provided by publisher.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Book	Indian Institute of Management Visakhapatnam	332.64 (Browse shelf(Opens below))	Available		001881

Includes bibliographical references and index.

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"-- Provided by publisher.

Description based on print version record and CIP data provided by publisher; resource not viewed.

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