Modern equity investing strategies (Record no. 30383)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01585nam a2200205 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250228b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781944660475 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.64 SCH |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Schmidt, Anatoly B. |
| 245 ## - TITLE STATEMENT | |
| Title | Modern equity investing strategies |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Singapore: |
| Name of publisher, distributor, etc. | World Scientific Publishing; |
| Date of publication, distribution, etc. | c2023. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxi, 322p. |
| 500 ## - GENERAL NOTE | |
| General note | Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book will satisfy the demand among college majors in Finance and Financial Engineering, and mathematically-versed practitioners for description of both the classical approaches to equity investing and new investment strategies scattered in the periodic literature. Besides the major portfolio management theories (mean variance theory, CAPM, and APT), the book addresses several important topics: portfolio diversification, optimal ESG portfolios, factor models (smart betas), robust portfolio optimization, risk-based asset allocation, statistical arbitrage, alternative data based investing, back-testing of trading strategies, modern market microstructure, algorithmic trading, and agent-based modeling of financial markets. The book also includes the basic elements of time series analysis in the Appendix for self-contained presentation of the material. While the book covers technical concepts and models, it will not overburden the reader with math beyond the Finance undergraduates' curriculum. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Fixed-income securities. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stock exchanges. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Suppress in OPAC | No |
| Koha item type | Book |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | International Management Institute New Delhi | International Management Institute New Delhi | 28/02/2025 | 332.64 SCH | 22077 | 28/02/2025 | 28/02/2025 | Book |