bokomslag Engineering Investment Process
Samhälle & debatt

Engineering Investment Process

Florian Ielpo Chafic Merhy Guillaume Simon

Inbunden

1859:-

Funktionen begränsas av dina webbläsarinställningar (t.ex. privat läge).

Uppskattad leveranstid 10-16 arbetsdagar

Fri frakt för medlemmar vid köp för minst 249:-

  • 430 sidor
  • 2017
Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process.The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust.The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized facts, liquidity issues, or data biases.Besides the quantitative concepts detailed here, the reader will find useful references to other works to develop an in-depth understanding of an investment process.
  • Författare: Florian Ielpo, Chafic Merhy, Guillaume Simon
  • Format: Inbunden
  • ISBN: 9781785481628
  • Språk: Engelska
  • Antal sidor: 430
  • Utgivningsdatum: 2017-03-17
  • Förlag: ISTE Press Ltd - Elsevier Inc