Quantitative Investment Analysis
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Quantitative Investment Analysis
By Richard A. DeFusco, Dennis W. McLeavey, Jerald E. PintoThe risk that the assets in a defined benefit plan will fall below plan liabilities is an example of a shortfall risk. suppose an investor views any return below a level of RL as unacceptable. roy's safety-first criterion states that ...
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Quantitative Investment Analysis
By Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto21. 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 ...
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Quantitative Investment Analysis
By Richard A. DeFusco, Dennis W. McLeavey, Jerald E. PintoFreeley, Austin J., and David L. steinberg. 2008. Argumentation and Debate: Critical Thinking for Reasoned Decision Making, 12th edition. Boston, MA: Wadsworth Cengage Learning. gupta, Parveen P, and nandkumar nayar. 2007.
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Quantitative Investment Analysis
By Richard A. DeFusco, Dennis W. McLeavey, Jerald E. PintoRichard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle ... 11% Longleaf Partners Fund (LLPFX) 18% Heartland Value Fund (HRTVX) 56% Scudder–Dreman High Return EquityA (KDHAX)29% Clipper Fund (CFIMX) 23% Weitz Value Fund ...
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Quantitative Investment Analysis
By Richard A. DeFusco, Dennis W. McLeavey, David E. RunkleThis book should be on everyone's short list of necessary reading and reference." —Gary P. Brinson, CFA, President, GP Brinson Investments "This second Edition of Quantitative Investment Analysis provides a strong foundation for ...
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Quantitative Investment Analysis
By CFA InstituteThis 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 ...
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Quantitative Investment Analysis
By CFA InstituteThis 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 ...