{"product_id":"quantitative-equity-investing-techniques-and-strategies-9780470262474","title":"Quantitative Equity Investing: Techniques and Strategies","description":"\u003cp\u003eA comprehensive look at the tools and techniques used in quantitative equity management\u003c\/p\u003e \u003cp\u003eSome books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios.\u003c\/p\u003e \u003cp\u003eThroughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm address the essential elements of this discipline, including financial model building, financial engineering, static and dynamic factor models, asset allocation, portfolio models, transaction costs, trading strategies, and much more. They also provide ample illustrations and thorough discussions of implementation issues facing those in the investment management business and include the necessary background material in probability, statistics, and econometrics to make the book self-contained.\u003c\/p\u003e \u003cul\u003e \u003cli\u003eWritten by a solid author team who has extensive financial experience in this area\u003c\/li\u003e \u003cli\u003ePresents state-of-the art quantitative strategies for managing equity portfolios\u003c\/li\u003e \u003cli\u003eFocuses on the implementation of quantitative equity asset management\u003c\/li\u003e \u003cli\u003eOutlines effective analysis, optimization methods, and risk models\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eIn today's financial environment, you have to have the skills to analyze, optimize and manage the risk of your quantitative equity investments. This guide offers you the best information available to achieve this goal.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAbout the Author\u003c\/b\u003e\u003cbr\u003e\u003cp\u003e\u003cb\u003eFRANK J. FABOZZI\u003c\/b\u003e is Professor in the Practice of Finance and Becton Fellow at the Yale School of Management and Editor of the \u003ci\u003eJournal of Portfolio Management.\u003c\/i\u003e He is a Chartered Financial Analyst and earned a doctorate in economics from the City University of New York. \u003c\/p\u003e\u003cp\u003e\u003cb\u003eSERGIO M. FOCARDI\u003c\/b\u003e is Professor of Finance at EDHEC Business School in Nice and a founding partner of the Paris-based consulting firm The Intertek Group. He is also a member of the Editorial Board of the \u003ci\u003eJournal of Portfolio Management.\u003c\/i\u003e Sergio holds a degree in electronic engineering from the University of Genoa and a PhD in mathematical finance from the University of Karlsruhe as well as a postgraduate degree in communications from the Galileo Ferraris Electrotechnical Institute (Turin). \u003c\/p\u003e\u003cp\u003e\u003cb\u003ePETTER N. KOLM\u003c\/b\u003e is the Deputy Director of the Mathematics in Finance Master's Program and Clinical Associate Professor of Mathematics at the Courant Institute of Mathematical Sciences, New York University; and a founding Partner of the New York-based financial consulting firm the Heimdall Group, LLC. Previously, Petter worked in the Quantitative Strategies Group at Goldman Sachs Asset Management. He received an MS in mathematics from ETH in Zurich; an MPhil in applied mathematics from the Royal Institute of Technology in Stockholm; and a PhD in applied mathematics from Yale University.\u003cbr\u003e\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":50491751072018,"sku":"9780470262474","price":68.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0831\/4771\/8930\/files\/img_02168dc8-63c3-47c0-9d9e-d13752f4d682.jpg?v=1730553966","url":"https:\/\/surprise-castle.myshopify.com\/products\/quantitative-equity-investing-techniques-and-strategies-9780470262474","provider":"Surprise Castle","version":"1.0","type":"link"}