Quantitative Equity Portfolio Management : Modern Techniques and Applications /
Contenido: 1) Introducción: convicciones, riesgo y procesos; 2) Teoría de cartera (de portafolio); 3) Modelos y análisis de riesgos; 4) Evaluación de los factores alfa; 5) Factores cuantitativos; 6) Técnicas de valoración y creación de valor; 7) Modelos alfa de múltiples factores; 8) Rotación de la...
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| Formato: | Livro |
| Idioma: | inglês |
| Publicado em: |
Boca Ratón, EUA :
Chapman and Hall : CRC Press,
2007, c2007
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| Colecção: | (Chapman and Hall/CRC Financial Mathematics Series)
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