Buch, Englisch, 455 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 715 g
From Theory to Industry
Buch, Englisch, 455 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 715 g
ISBN: 978-3-030-47204-7
Verlag: Springer International Publishing
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.
Zielgruppe
Graduate
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
- Introduction. - Is the Current US Stock Market Overvalued? Univariate Analysis. - What Is the Relationship Between the Chinese and US Stock Markets? Bivariate Analysis. - Howto Construct a Stock Selection Strategy: Multi-Factor Analysis. - More on Stock Selection Strategy: Alpha Hunting, Risk Adjustment, and Nonparametric Diagnostics. - Howto ForecastCommodity Price Movements: Time Series Models. - Portfolio Construction: From Alpha/Risk to Portfolio Weights. - Quantitative Investing with Tail Behavior—A Distributional Approach. - Quantamental Investment.