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008 210519s2021 si ob 001 0 eng
010 _a 2021022919
020 _z9781944660475
040 _aDLC
_beng
_cIIMV
_erda
042 _apcc
050 0 0 _aHG4650
082 0 0 _a332.64
_222
100 1 _aSchmidt, Anatoly B,
_eauthor.
_933163
245 1 0 _aModern equity investing strategies /
_cAnatoly B. Schmidt.
263 _a2109
264 1 _a[Singapore] ;
_a[New Jersey] :
_b[World Scientific],
_c[2023]
300 _axxix,; 332 p.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
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.
588 _aDescription based on print version record and CIP data provided by publisher; resource not viewed.
650 0 _aFixed-income securities.
_933164
650 0 _aStock exchanges.
_932643
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
942 _2ddc
_cBK
999 _c6143
_d6143