Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage

£21
FREE Shipping

Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage

Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage

RRP: £42.00
Price: £21
£21 FREE Shipping

In stock

We accept the following payment methods

Description

The first two tenets underscore the challenge of going up against market efficiency. Numbers 3–5 focus on the fundamental law of active management: The information ratio is related to the breadth of the portfolio manager’s universe and the information coefficient of trades. Our focus is on important contributions that will help chief investment officers, portfolio managers and analysts, trustees, and consultants make the best decisions. To be the definitive source of thought-provoking analyses and practical techniques in institutional asset management. The journal provides an opportunity for practitioners and academics to provide cutting-edge empirical, methodological, and theoretical papers on a wide range of topics of interest to institutional asset managers. The focus is on investing by institutions, not individual wealth management. Vision Northern Trust Corporation. Head Office: 50 South La Salle Street, Chicago, Illinois 60603 U.S.A. Incorporated with limited liability in the U.S. Products and services provided by subsidiaries of Northern Trust Corporation may vary in different markets and are offered in accordance with local regulation. For more information, read our legal and regulatory information about individual market offices. There are approximately 400 papers submitted to JPM each year and only 44 papers are published. Consequently, JPM is highly selective in the papers that are accepted for publication.

Quantitative Equity Portfolio Management: An Active Approach Quantitative Equity Portfolio Management: An Active Approach

Portal Accounts: If you've never previously submitted an article, you'll need to register for an account.If you'reuploading a revised article, you'll need to login Blitz, David and Hoogteijling, Tobias and Lohre, Harald and Messow, Philip, " How Can Machine Learning Advance Quantitative Asset Management?" AI/ML methods and big data in the asset management industry: Applications and insights from big data (text, holdings, and flows). The course starts from a brief review of the traditional portfolio choice framework introduced in the Investments course and then covers much of the recent research on quantitative methods to build and critically assess investment strategies. Gupta, Pankaj, Mukesh Kumar Mehlawat, and Anand Saxena. (2008). Asset portfolio optimization using fuzzy mathematical programming. Inf. Sci., 178(6), pp. 1734–1755.Market frictions and the capacity of investment strategies, incentives of asset managers, and evaluating the performance of actively-managed strategies, with applications to ETFs, hedge funds, and mutual funds. Nakamoto, Satoshi. 2008. “Bitcoin: A Peer-to-Peer Electronic Cash System.” Decentralized Business Review 21260.

Course Detail | University of Chicago Booth School of Business

Department of Environmental Health and Engineering Toggle Department of Environmental Health and Engineering Investopedia requires writers to use primary sources to support their work. These include white papers, government data, original reporting, and interviews with industry experts. We also reference original research from other reputable publishers where appropriate. You can learn more about the standards we follow in producing accurate, unbiased content in ourPart 2 dives into the details of model building; the authors explain factor models and how to select factors. They divide the factors into categories to explain the choices. Their categories are valuation, solvency, operating efficiency, profitability, financial risk, liquidity, economics, and technical considerations. The importance of choosing the right model and the econometric traps surrounding the selection of factors are often overlooked, yet these areas are where most investors encounter frustration. Also in this section, Chincarini and Kim describe procedures for using



  • Fruugo ID: 258392218-563234582
  • EAN: 764486781913
  • Sold by: Fruugo

Delivery & Returns

Fruugo

Address: UK
All products: Visit Fruugo Shop