ENGLISH

Trends in Quantitative Finance

By Sergio M. Focardi , Frank J. Fabozzi , Petter N. Kolm

Book information

Publisher
Research Foundation of CFA Institute
Year
2006
ISBN
1932495495, 9781932495492
Open Library ID
OL9651708M
Language
english
Format
PDF
Filesize
2 MB (1672210 bytes)
Pages
144\144
Scanned
yes
Time added
2011-08-31 04:54:40

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.

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