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Quantitative equity investing : techniques and strategies
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Quantitative equity investing : techniques and strategies

Frank J. Fabozzi

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Contents

Financial econometrics. 1, Linear regressions
Financial econometrics. 2, Time series
Common pitfalls in financial modeling
Factor models and their estimation
Factor-based trading strategies. 1, Factor construction and analysis
Factor-based trading strategies. 2, Cross-sectional models and trading strategies
Portfolio optimization : basic theory and practice
Portfolio optimization : Bayesian techniques and the Black-Litterman model
Robust portfolio optimization [with Joseph A. Cerniglia]
Transaction costs and trade execution [with Dessislava Pachamanova]
Investment management and algorithmic trading.

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Quantitative equity investing : techniques and strategies by Frank J. Fabozzi. ISBN 9780470262474. Published by Wiley in 2010. Publication and catalogue information, links to buy online and reader comments.

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