Commentaire :

ISBN 13 : 978-9811222931

Sommaire :
Chapitre 1 Asset Management Companies
Chapitre 2 Fundamentals of Financial Statements
Chapitre 3 Securitization and the Creation of Residential Mortgage-Related Securities
Chapitre 4 Financial Econometrics Tools for Asset Management
Chapitre 5 Monte Carlo Applications to Asset Management
Chapitre 6 Optimization Models for Asset Management
Chapitre 7 Machine Learning and Its Applications to Asset Management
Chapitre 8 Risk Measures and Asset Allocation Problems
Chapitre 9 Securities Lending and Its Alternatives in the Equity Market
Chapitre 10 Repurchase Agreements for Financing Positions and Shorting in the Bond Market
Chapitre 11 Implementable Quantitative Research
Chapitre 12 Quantitative Equity Strategies
Chapitre 13 Challenges in Implementing Equity Factor Investing Strategies
Chapitre 14 Transaction and Trading Costs
Chapitre 15 Managing a Common Stock Portfolio with a Multifactor Risk Model Using Fundamental Factor
Chapitre 16 Managing a Bond Portfolio Using a Multifactor Risk Model
Chapitre 17 Backtesting Investment Strategies
Chapitre 18 Monte Carlo Backtesting Method

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque