| Description |
1 online resource (xvii, 455 pages) |
| Contents |
Introduction -- Is the Current US Stock Market Overvalued? Univariate Analysis -- What Is the Relationship Between the Chinese and US Stock Markets? Bivariate Analysis -- How to Construct a Stock Selection Strategy: Multi-Factor Analysis / More on Stock Selection Strategy: Alpha Hunting, Risk Adjustment, and Nonparametric Diagnostics -- How to Forecast Commodity Price Movements:Time Series Models -- Portfolio Construction: From Alpha/Risk to Portfolio Weights -- Quantitative Investing with Tail Behavior---A Distributional Approach -- Quantamental Investment |
| Summary |
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. A successful quantitative investment strategy requires an individual to possess a deep understanding of the financial markets, investment theories and econometric modelings, as well as the ability to program and analyze real-world data sets. In order to connect finance theories and practical industry experience, each chapter begins with a real-world finance case study. The rest of the chapter introduces fundamental insights and theories, and teaches readers to use statistical models and R programming to analyze real-world data, therefore grounding the learning process in application. Additionally, each chapter profiles significant figures in investment and quantitative studies, so that readers can more fully understand the history of the discipline. This volume will be particularly useful to advanced students and practitioners in finance and investments |
| Bibliography |
Includes bibliographical references and index |
| Notes |
Online resource; title from digital title page (viewed on October 05, 2020) |
| Subject |
Investments -- Mathematical models.
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Finance & accounting.
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Corporate finance.
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Probability & statistics.
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Mathematics -- Applied.
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Business & Economics -- Corporate Finance.
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Business & Economics -- Statistics.
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Inversiones -- Modelos matemáticos
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Matemáticas -- Estadística aplicada
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Investments -- Mathematical models
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| Genre/Form |
Electronic books
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| Form |
Electronic book
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| ISBN |
9783030472023 |
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3030472027 |
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