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Sökt på: Böcker av Petter N. Kolm
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totalt 3 träffar
Robust Portfolio Optimization and Management
inbunden,
2007,
Engelska,
ISBN 9780471921226
Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars …
Quantitative Equity Investing
inbunden,
2010,
Engelska,
ISBN 9780470262474
A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today relates to the …
Financial Modeling of the Equity Market
inbunden,
2006,
Engelska,
ISBN 9780471699002
Provides an analysis of autocross correlations that result in auto-correlated portfolios. The co-integration based models offered in this book give a representation of price …