Ma | Nonlinear Investing: A Quantamental Approach | Buch | 978-3-031-76304-5 | sack.de

Buch, Englisch, 342 Seiten, Format (B × H): 155 mm x 235 mm

Ma

Nonlinear Investing: A Quantamental Approach

A Quantamental Approach
2025
ISBN: 978-3-031-76304-5
Verlag: Springer

A Quantamental Approach

Buch, Englisch, 342 Seiten, Format (B × H): 155 mm x 235 mm

ISBN: 978-3-031-76304-5
Verlag: Springer


This book focuses on nonlinear investing with a quantamental approach. Pricing relationships in financial markets are often nonlinear, which raises serious questions for portfolio management: 

These questions cannot be answered by piecing together fundamental prospects based on personal experience and preference, which can be biased, or by torturing the data to make it confess whatever we want (particularly big data, which allows more freedom for data mining). Rather, nonlinear investing should rely on both fundamental insights and quantitative analysis: the former ensures that similar nonlinear patterns will occur in the future and the latter validates the nonlinear pattern with historical data. In this way, quant marries fundamental: a quantamental approach!

The book provides a systematic guide to conducting nonlinear investing through quantamental analysis. The author demonstrates how nonlinear investment strategies, achieving both depth and breadth, add significant value to portfolio performance for different asset classes.

The primary audience for this book is senior professional investors and quant/fundamental investment shops who look for new ideas to enhance their existing products or develop new products. The book will also be helpful to finance faculty and graduate students who are interested in frontier industry practices.

Ma Nonlinear Investing: A Quantamental Approach jetzt bestellen!

Zielgruppe


Research


Autoren/Hrsg.


Weitere Infos & Material


Chapter 1 Introduction.- Chapter 2 Quantamental Analysis.- Chapter 3 Nonlinear Factor Effects on Returns.- Chapter 4 Nonlinear Alpha Modeling.- Chapter 5 Tail Portfolios.- Chapter 6 Nonlinear Investing: Japan Stock Selection Strategy.- Chapter 7 Nonlinear Investing: Currency.- Chapter 9 Nonlinear Investing: Commodity.- Index.


Lingjie Ma has 15 years of experience developing global multi-asset investment strategies. He has worked in the investment industry both as a head of research and as a portfolio manager, overseeing full-spectrum investment processes and business management. He is now a Clinical Professor in Finance at the University of Illinois Chicago. Dr. Ma is a frequent public speaker on quantitative investing and quantamental strategies.



Ihre Fragen, Wünsche oder Anmerkungen
Vorname*
Nachname*
Ihre E-Mail-Adresse*
Kundennr.
Ihre Nachricht*
Lediglich mit * gekennzeichnete Felder sind Pflichtfelder.
Wenn Sie die im Kontaktformular eingegebenen Daten durch Klick auf den nachfolgenden Button übersenden, erklären Sie sich damit einverstanden, dass wir Ihr Angaben für die Beantwortung Ihrer Anfrage verwenden. Selbstverständlich werden Ihre Daten vertraulich behandelt und nicht an Dritte weitergegeben. Sie können der Verwendung Ihrer Daten jederzeit widersprechen. Das Datenhandling bei Sack Fachmedien erklären wir Ihnen in unserer Datenschutzerklärung.