000			01585nam a2200205 4500
005			20250228110124.0
008			250228b |||||||| |||| 00| 0 eng d
020			_a9781944660475
082			_a332.64 SCH
100			_aSchmidt, Anatoly B.
245			_aModern equity investing strategies
250			_a1st ed.
260			_aSingapore: _bWorld Scientific Publishing; _cc2023.
300			_axxi, 322p.
500			_aIncludes bibliographical references and index.
520			_aThis 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			_aFixed-income securities.
650			_aStock exchanges.
942			_2ddc _n0 _cC
999			_c30383 _d30383