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Frank J. Fabozzi Sergio M. Focard Financial Modeling of t (Hardback) (UK IMPORT)
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eBay item number:276221446058
Item specifics
- Condition
- Book Title
- Financial Modeling of the Equity Market : from Capm to Cointegration
- Publication Name
- Financial Modeling of the Equity Market
- Title
- Financial Modeling of the Equity Market
- Subtitle
- From CAPM to Cointegration
- Format
- Hardcover
- ISBN-10
- 0471699004
- EAN
- 9780471699002
- ISBN
- 9780471699002
- Publisher
- Wiley & Sons, Incorporated, John
- Genre
- Business & Economics
- Release Year
- 2006
- Release Date
- 20/01/2006
- Language
- English
- Country/Region of Manufacture
- US
- Item Height
- 1.4in
- Item Length
- 9.2in
- Item Width
- 6.3in
- Item Weight
- 33.9 Oz
- Series
- Frank J. Fabozzi Series
- Type
- Investments & Securities
- Publication Year
- 2006
- Topic
- Finance / General, Investments & Securities / Stocks
- Number of Pages
- 672 Pages
About this product
Product Information
An inside look at modern approaches to modeling equity portfolios Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance. Without sacrificing mathematical rigor, it presents arguments in a concise and clear style with a wealth of real-world examples and practical simulations. This book presents all the major approaches to single-period return analysis, including modeling, estimation, and optimization issues. It covers both static and dynamic factor analysis, regime shifts, long-run modeling, and cointegration. Estimation issues, including dimensionality reduction, Bayesian estimates, the Black-Litterman model, and random coefficient models, are also covered in depth. Important advances in transaction cost measurement and modeling, robust optimization, and recent developments in optimization with higher moments are also discussed. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm, The Intertek Group. He is a member of the editorial board of the Journal of Portfolio Management. He is also the author of numerous articles and books on financial modeling. Petter N. Kolm, PhD (New Haven, CT and New York, NY), is a graduate student in finance at the Yale School of Management and a financial consultant in New York City. Previously, he worked in the Quantitative Strategies Group of Goldman Sachs Asset Management, where he developed quantitative investment models and strategies.
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0471699004
ISBN-13
9780471699002
eBay Product ID (ePID)
47531174
Product Key Features
Book Title
Financial Modeling of the Equity Market : from Capm to Cointegration
Format
Hardcover
Language
English
Topic
Finance / General, Investments & Securities / Stocks
Publication Year
2006
Genre
Business & Economics
Number of Pages
672 Pages
Dimensions
Item Length
9.2in
Item Height
1.4in
Item Width
6.3in
Item Weight
33.9 Oz
Additional Product Features
Series Volume Number
144
Lc Classification Number
Hg4661
Table of Content
Preface. Acknowledgments. About the Authors. Chapter 1. Introduction. PART ONE: PORTFOLIO ALLOCATION: CLASSICAL THEORY AND MODERN EXTENSIONS. Chapter 2. Mean-Variance Analysis and Modern Portfolio Theory. Chapter 3. Transaction and Trading Costs. Chapter 4. Applying the Portfolio Selection Framework in Practice. Chapter 5. Incorporating Higher Moments and Extreme Risk Measures. Chapter 6. Mathematical and Numerical Optimization. PART TWO: MANAGING UNCERTAINTY IN PRACTICE. Chapter 7. Equity Price Models. Chapter 8. Forecasting Expected Return and Risk. Chapter 9. Robust Frameworks for Estimation and Portfolio Allocation. PART THREE: DYNAIC MODELS FOR EQITY PRICES. Chapter 10. Feedback and Predictors in Stock Markets. Chapter 11. Individual Price Processes: Univariate Models. Chapter 12. Multivariate Models. Chapter 13. Model Selection and its Pitfalls. PART FOUR: MODEL ESTIMATION AMD RISK MITIGATION. Chapter 14. Estimation of Regression Models. Chapter 15. Estimation of Linear Dynamic Models. Chapter 16. Estimation of Hidden Variable Models. Chapter 17. Model Risk and its Mitigation. Appendix A: Differences Equations. Appendix B: Correlations, Regressions, and Copulas/ Appendix C: Data Description. Index.
Copyright Date
2006
Lccn
2006-295820
Dewey Decimal
332.63/2042
Intended Audience
Trade
Series
Frank J. Fabozzi Ser.
Dewey Edition
22
Illustrated
Yes
Item description from the seller
Business seller information
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Seller assumes all responsibility for this listing.
eBay item number:276221446058
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u***n (38)- Feedback left by buyer.
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Product is 95% alike picture but a little more blurry. Controller play well but had a notice from psn that my joypad wasn't authentic and could by problematic🤷♂️ no trouble so far! Shipping was fast but no tracking and worst packaging ever.. like the box came banged up... send a question to seller never had a reply 😅.... Good product overall, excellent price, fast shipping, wrapped only on 4 sides out of 6, no tracking and never reply... 4★ product / 2★ seller ✌️
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The book is in perfect condition, brand new, and is exactly as described. This item is difficult to find here, and the seller priced it very reasonably. It shipped from the UK to Canada, and unfortunately took a little longer to arrive than the seller hoped, but it was shipped less than 24 hours after I purchased. When I contacted the seller, they were very responsive and helpful. I would not hesitate to purchase from this seller again. Definitely recommend!
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AAA seller. Item came as described and within the due date. Great communication. Well packed and no damage to the case.
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