Français
Challenges in quantitative equity management.
Appartenance & droits
FABOZZI Frank J. ; FOCARDI Sergio M. ; JONAS Caroline L.
2008
110
1934667218
134.77-FABOZ
PORTFOLIO MANAGEMENT ; PORTFOLIO ANALYSIS ; FINANCIAL STATISTICS ; CAPITAL ASSETS PRICING MODEL ; MODEL ; RISK MANAGEMENT ; INQUIRY
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [available] |
ISBN 13 : 978-1-934667-21-7
Contents : Contents
Foreword
Preface
Chapitre 1 Introduction
Chapitre 2 Quantitative processes, oversight, and overlay
Chapitre 3 Business issues
Chapitre 4 Implementing a quant process
Chapitre 5 Performance issues
Chapitre 6 The challenges of risk management
Chapitre 7 Summary and concluding thoughts on the future
Chapitre 8 Factor models
Notes : Réserve – Ask a librarian
Language : English
Series : RESEARCH FOUNDATION
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque