000 | 02531cam a22003978i 4500 | ||
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001 | 22043733 | ||
003 | OSt | ||
005 | 20240229165806.0 | ||
006 | m |o d | | ||
007 | cr_||||||||||| | ||
008 | 210519s2021 si ob 001 0 eng | ||
010 | _a 2021022919 | ||
020 | _z9781944660475 | ||
040 |
_aDLC _beng _cIIMV _erda |
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042 | _apcc | ||
050 | 0 | 0 | _aHG4650 |
082 | 0 | 0 |
_a332.64 _222 |
100 | 1 |
_aSchmidt, Anatoly B, _eauthor. _933163 |
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245 | 1 | 0 |
_aModern equity investing strategies / _cAnatoly B. Schmidt. |
263 | _a2109 | ||
264 | 1 |
_a[Singapore] ; _a[New Jersey] : _b[World Scientific], _c[2023] |
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300 | _axxix,; 332 p. | ||
336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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504 | _aIncludes bibliographical references and index. | ||
505 | 0 | _aPart I. Modern equity markets -- Part II. Market dynamics -- Part III. Portfolio management -- Part IV. Active trading strategies. | |
520 |
_a"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"-- _cProvided by publisher. |
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588 | _aDescription based on print version record and CIP data provided by publisher; resource not viewed. | ||
650 | 0 |
_aFixed-income securities. _933164 |
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650 | 0 |
_aStock exchanges. _932643 |
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776 | 0 | 8 |
_iPrint version: _aSchmidt, Anatoly B. _tModern equity investing strategies _d[Singapore] ; [New Jersey] : [World Scientific], [2021] _z9789811239496 _w(DLC) 2021022918 |
906 |
_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg |
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942 |
_2ddc _cBK |
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999 |
_c6143 _d6143 |