Téléchargez le livre : Engineering Investment Process

Engineering Investment Process

Making Value Creation Repeatable

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Éditeur :

Iste Press - Elsevier


Paru le : 2017-03-22



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Description
Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process.The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust.The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized facts, liquidity issues, or data biases.Besides the quantitative concepts detailed here, the reader will find useful references to other works to develop an in-depth understanding of an investment process. - Blends academic research with practical experience from quants, fund managers, and economists - Puts financial mathematics and econometrics in their rightful place - Presents useful information that will increase the reader's understanding of markets - Clearly provides both the global framework, the investment process, and the useful econometric and financial tools that help in its construction - Includes efficient tools taken from up-to-date econometric and financial techniques
Pages
430 pages
Collection
n.c
Parution
2017-03-22
Marque
Iste Press - Elsevier
EAN papier
9781785481628
EAN PDF
9780081011485
Informations sur l'ebook
Nombre pages copiables
43
Nombre pages imprimables
43
Taille du fichier
18166 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
113,94 €
EAN EPUB SANS DRM
9780081011485
Informations sur l'ebook
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
113,94 €
Florian Ielpo is Head of Macro Research at Unigestion and associate researcher at University of Paris 1 in France.Chafic Merhy is Head of Credit Quantitative Research at Natixis Asset Management. He is also a lecturer at University Paris IX Dauphine.Guillaume Simon is Research Manager in Equity Statistical Arbitrage for Capital Fund Management.

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