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Florian Ielpo的圖書 |
$ 3242 電子書 | Engineering Investment Process
作者:Florian Ielpo,Chafic Merhy,Guillaume Simon 出版社:Elsevier Science 出版日期:2017-03-22 語言:英文 樂天KOBO - 個人財務 - 來源網頁   看圖書介紹 |
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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.
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