Wow! eBook
Trends in Quantitative Finance
Author(s): Frank J. Fabozzi (Author), Sergio M. Focardi (Author), Petter N. Kolm (Author)
- Publisher: CFA Institute
- Publication Date: 21 April 2006
- Language: English
- Print length: 146 pages
- ISBN-10: 1932495495
- ISBN-13: 9781932495492
Book Description
This introduction to recent developments in modeling equity returns provides a plain-English, formula-free review of quantitative methods—in particular, the trade-offs that must be made among model complexity, risk, and performance. The monograph also includes the results of a 2005 survey of the modeling practiced at 21 large asset management firms.
