Engineering Investment Process. Making Value Creation...

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Engineering Investment Process. Making...

Engineering Investment Process. Making Value Creation Repeatable

Name: Engineering Investment Process. Making Value Creation Repeatable
ISBN: 9780081011485

Florian Ielpo, Chafic Merhy and Guillaume Simon (Auth.)

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Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process.
The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust.
The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized facts, liquidity issues, or data biases.
Besides the quantitative concepts detailed here, the reader will find useful references to other works to develop an in-depth understanding of an investment process.

類別:

Business & Economics

年:

2017

版本:

1st Edition

出版商:

ISTE Press - Elsevier

語言:

english

頁數:

430