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Engineering Investment Process

Engineering Investment Process

1 427 kr

1 427 kr

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Ons, 18 jun - ons, 25 jun


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14-dagars öppet köp


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Adlibris

Produktbeskrivning

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.

Artikel.nr.

2f631fda-26e4-4b55-b022-7d657f3cfb81

Engineering Investment Process

1 427 kr

1 427 kr

I lager

Ons, 18 jun - ons, 25 jun


Säker betalning

14-dagars öppet köp


Säljs och levereras av

Adlibris