Erhältlich:
Nicht auf Lager
Buch (Hardcover): Ratgeber
Financial Modeling of the Equity Market
From CAPM to Cointegration
Verlag:
John Wiley & Sons Unsere-Artikel-Nr.: P36202993
EAN: 9780471699002
Erhältlich:
Nicht auf Lager
Zustellung: Di, 06.10.2026
Versand: Kostenlos
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CHF 140.–
CHF 106.–
Beschreibung
Financial Modeling of the Equity Market In Financial Modeling of the Equity Market, Frank Fabozzi, Sergio Focardi, and Petter Kolm provide you with the tools you need to succeed in managing equity portfolios. This book presents complex concepts in a concise and clear manner and includes a wealth of real-world examples and practical simulations. Filled with in-depth insight and expert advice, Financial Modeling of the Equity Market covers a wide range of important topics including:. The major approaches to single-period portfolio analysis, including modeling, estimation, and optimization issues. Static and dynamic factor analysis, regime shifts, long-run modeling, and cointegration. Estimation issues such as dimensionality reduction, Bayesian estimates, the Black-Litterman model, and random coefficient models. Advances in transaction cost measurement and modeling, robust optimization, and recent developments in optimization with higher moments. Financial Modeling of the Equity Market contains the latest techniques for modeling equity portfolios, and offers both financial professionals and students of finance a chance to improve their skills within this important area.
Spezifikationen
Sprache
- Englisch
Autor
- Frank J. Fabozzi
- Sergio M Focardi
- Petter N Kolm
Erscheinungsjahr
- 2005
Format
- Buch (Hardcover)
Anzahl Seiten
- 672