Research Catalog
Trends in quantitative finance
- Title
- Trends in quantitative finance / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm.
- Author
- Fabozzi, Frank J.
- Publication
- Charlottesville, Va. : Research Foundation of CFA Institute, 2006.
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
Available - Can be used on site. Please visit New York Public Library - Schwarzman Building to submit a request in person. | Text | Use in library | JBE 14-391 | Schwarzman Building - General Research Room 315 |
Details
- Additional Authors
- Description
- xii, 132 p. : ill.; 24 cm
- Alternative Title
- Quantitative finance
- Subjects
- Bibliography (note)
- Includes bibliographical references (p. 124-132).
- Contents
- Forecasting financial markets -- General equilibrium theories: concepts and applicability -- Extended framework for applying modern portfolio theory -- New territory: modeling for portfolio and tactical asset management -- New territory: Forecastability and the long-term perspective -- Machine learning -- Model selection, data snooping, overfitting, and model risk -- Predictive models of return -- Model estimation -- Practical considerations when using optimization software -- Models in practice: industry survey results -- Quantitative modeling today and tomorrow.
- Call Number
- JBE 14-391
- ISBN
- 9781932495492
- 1932495495
- LCCN
- 2008297596
- OCLC
- 154019703
- Author
- Fabozzi, Frank J.
- Title
- Trends in quantitative finance / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm.
- Imprint
- Charlottesville, Va. : Research Foundation of CFA Institute, 2006.
- Bibliography
- Includes bibliographical references (p. 124-132).
- Added Author
- Focardi, Sergio M.Kolm, Petter N.
- Research Call Number
- JBE 14-391