Appropriate for intermediate undergraduate or graduate-level courses in Investments, Investment Management, Security Analysis. It is also suitable as a supplement for such courses as Money and Capital Markets, Fixed Income Securities, Derivative Securities and Portfolio Management.
The purpose of the book is to provide a concise overview of the quantitative tools and models that have been most widely used in investment management. It is the premise of the book that many of the most popular quantitative techniques have certain elements in common, and that if these elements can be understood, the reader can gain a working understanding of a wider variety of complex securities and portfolio management techniques.
Quantitative analysis for investment management
Designed for use in the CFA program or by investment professionals, this textbook provides a guide to applying quantitative analysis to the investment process. From the perspective of an investment...
Kenneth N. Levy holds an MBA and an MA in applied economics from the Wharton School of the University of Pennsylvania. He is co-editor, with Bruce Jacobs, of Market Neutral Strategies.
21. batten wants to determine whether the sample correlation between the Stellar and cPieng variables (−0.1452) is statistically significant. The critical value for the test statistic at the 0.05 level of significance is approximately ...
This book provides a manual on quantitative financial analysis.
trader on the desk had heard that Weinstein was known for his chess skills. As Weinstein paused by his terminal, the Russian said, “I hear you play a mean game of chess.” “I suppose.” Weinstein said. “I too play chess.
This book provides readers with a systematic approach to quantitative investments and bridges the gap between theory and practice, equipping students to more seamlessly enter the world of industry.
Hong, H. and Stein, J.C., A unified theory of underreaction, momentum trading, and overreaction in assets markets, Journal of Finance, Vol. 54, No. 6, 2143, December 1999. Hong, H., Lim, T., and Stein, J.C., Bad news travels slowly: ...
"This is a landmark book on quantitative approaches to hedge funds. All those with a stake in building hedge fund portfolios will highly profit from this exhaustive guide. A must read for all those involved in hedge fund investing.
This edition expands coverage of Machine Learning algorithms and the role of Big Data in an investment context along with capstone chapters in applying these techniques to factor modeling, risk management and backtesting and simulation in ...