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Modern Equity Investing Strategies

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AuthorAnatoly B. Schmidt
ISBN9781944660475
Published LanguageEnglish
Publication Year2023
PublisherWorld Scientific
BindingPaperback
Original Price$88
Pages352
Ships By3-4 days

Description

This book will satisfy the demand among college majors in Finance and Financial Engineering, and mathematically-versed practitioners for description of both the classical approaches to equity investing and new investment strategies scattered in the periodic literature. Besides the major portfolio management theories (mean variance theory, CAPM, and APT), the book addresses several important topics: portfolio diversification, optimal ESG portfolios, factor models (smart betas), robust portfolio optimization, risk-based asset allocation, statistical arbitrage, alternative data based investing, back-testing of trading strategies, modern market microstructure, algorithmic trading, and agent-based modeling of financial markets. The book also includes the basic elements of time series analysis in the Appendix for self-contained presentation of the material. While the book covers technical concepts and models, it will not overburden the reader with math beyond the Finance undergraduates’ curriculum.

Additional information

Author

ISBN

Published Language

Publication Year

Publisher

Binding

Original Price

Pages

352

Ships By

3-4 days