Engineering Investment Process
By:Florian Ielpo,Chafic Merhy,Guillaume Simon
Published on 2017-03-22 by Elsevier
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. Blends academic research with practical experience from quants, fund managers, and economists Puts financial mathematics and econometrics in their rightful place Presents useful information that will increase the reader's understanding of markets Clearly provides both the global framework, the investment process, and the useful econometric and financial tools that help in its construction Includes efficient tools taken from up-to-date econometric and financial techniques
This Book was ranked at 35 by Google Books for keyword engineering books.
Book ID of Engineering Investment Process's Books is OEoADQAAQBAJ, Book which was written byFlorian Ielpo,Chafic Merhy,Guillaume Simonhave ETAG "mwCdLCEFE70"
Book which was published by Elsevier since 2017-03-22 have ISBNs, ISBN 13 Code is 9780081011485 and ISBN 10 Code is 0081011482
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Book which have "430 Pages" is Printed at BOOK under CategoryBusiness and Economics
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