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- 2009050962 contributor B11454243.
- 2009050962 contributor B11454244.
- 2009050962 created "c2010.".
- 2009050962 date "2010".
- 2009050962 date "c2010.".
- 2009050962 dateCopyrighted "c2010.".
- 2009050962 description "Financial econometrics. 1, Linear regressions -- Financial econometrics. 2, Time series -- Common pitfalls in financial modeling -- Factor models and their estimation -- Factor-based trading strategies. 1, Factor construction and analysis -- Factor-based trading strategies. 2, Cross-sectional models and trading strategies -- Portfolio optimization : basic theory and practice -- Portfolio optimization : Bayesian techniques and the Black-Litterman model -- Robust portfolio optimization [with Joseph A. Cerniglia] -- Transaction costs and trade execution [with Dessislava Pachamanova] -- Investment management and algorithmic trading.".
- 2009050962 description "Includes bibliographical references and index.".
- 2009050962 extent "xvi, 511 p. :".
- 2009050962 identifier "0470262478 (cloth)".
- 2009050962 identifier "9780470262474 (cloth)".
- 2009050962 isPartOf "Frank J. Fabozzi series.".
- 2009050962 isPartOf "The Frank J. Fabozzi series".
- 2009050962 issued "2010".
- 2009050962 issued "c2010.".
- 2009050962 language "eng".
- 2009050962 publisher "Hoboken, N.J. : John Wiley,".
- 2009050962 subject "332.63/2042 22".
- 2009050962 subject "HG4529.5 .F3346 2010".
- 2009050962 subject "Investments.".
- 2009050962 subject "Portfolio management.".
- 2009050962 tableOfContents "Financial econometrics. 1, Linear regressions -- Financial econometrics. 2, Time series -- Common pitfalls in financial modeling -- Factor models and their estimation -- Factor-based trading strategies. 1, Factor construction and analysis -- Factor-based trading strategies. 2, Cross-sectional models and trading strategies -- Portfolio optimization : basic theory and practice -- Portfolio optimization : Bayesian techniques and the Black-Litterman model -- Robust portfolio optimization [with Joseph A. Cerniglia] -- Transaction costs and trade execution [with Dessislava Pachamanova] -- Investment management and algorithmic trading.".
- 2009050962 title "Quantitative equity investing : techniques and strategies / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm ; with the assistance of Joseph A. Cerniglia and Dessislava Pachamanova.".
- 2009050962 type "text".