Financial Modeling of the Equity Market

Name: Financial Modeling of the Equity Market
Price: 361 AED
Availability: InStock

Current Price

361.00AED

Buy Now Noon Sellers

Lowest Price 361
Highest Price 361
Recent Price Raise 0%

Similar Products

The Essentials of Financial Modeling in Excel	216.00 AED	Buy Now
The Handbook of Equity Market Anomalies: Translating Market Inefficiencies Into Effective Investment Strategies hardcover english	259.00 AED -23%	Buy Now
Market Risk Analysis, Practical Financial Econometrics	309.00 AED	Buy Now
Financial Modeling hardcover english - 19 May 2014	548.00 AED -15%	Buy Now
Inside Indian Schools:: The Enigma of Equity and Quality	118.65 AED	Buy Now
Ghosts of the Shadow Market TPB	53.00 AED	Buy Now
Applied C# In Financial Market hardcover english - 28 Oct 2004	461.00 AED -2%	Buy Now
Financial Analysis and Modeling Using Excel and VBA	393.00 AED	Buy Now

Financial Modeling of the Equity Market Details

Description
Physical Features

Publisher: Wiley
ISBN 13: 9780471699002
Book Description: An inside look at modern approaches to modeling equity portfolios Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance. Without sacrificing mathematical rigor, it presents arguments in a concise and clear style with a wealth of real-world examples and practical simulations. This book presents all the major approaches to single-period return analysis, including modeling, estimation, and optimization issues. It covers both static and dynamic factor analysis, regime shifts, long-run modeling, and cointegration. Estimation issues, including dimensionality reduction, Bayesian estimates, the Black-Litterman model, and random coefficient models, are also covered in depth. Important advances in transaction cost measurement and modeling, robust optimization, and recent developments in optimization with higher moments are also discussed. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm, The Intertek Group. He is a member of the editorial board of the Journal of Portfolio Management. He is also the author of numerous articles and books on financial modeling. Petter N. Kolm, PhD (New Haven, CT and New York, NY), is a graduate student in finance at the Yale School of Management and a financial consultant in New York City. Previously, he worked in the Quantitative Strategies Group of Goldman Sachs Asset Management, where he developed quantitative investment models and strategies.
Language: English
Author: Petter N. Kolm
Publication Date: 20060120
Number of Pages: 672