| Description |
xx, 921 pages : illustrations ; 26 cm |
| Series |
CFA Institute investment series
|
| Summary |
Part of the CFA Institute Investment Series, this authoritative guide is relevant the world over and will facilitate your mastery of quantitative methods and their application in todays investment process. This updated edition provides all the statistical tools and latest information you need to be a confident and knowledgeable investor. This edition expands coverage of Machine Learning algorithms and the role of Big Data in an investment context along with capstone chapters in applying these techniques to factor modeling, risk management and backtesting and simulation in investment strategies. The authors go to great lengths to ensure an even treatment of subject matter, consistency of mathematical notation, and continuity of topic coverage that is critical to the learning process. Well suited for motivated individuals who learn on their own, as well as a general reference, this complete resource delivers clear, example-driven coverage of a wide range of quantitative methods. -- Provided by publisher |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Investment analysis -- Mathematical models
|
|
Investment analysis -- Mathematical models.
|
| Reading List |
CAFF68 recommended text 2024
|
|
MAF759 prescribed text 2024
|
| Author |
DeFusco, Richard Armand, editor
|
|
McLeavey, Dennis W., editor
|
|
Pinto, Jerald E., editor
|
|
Runkle, David E., editor
|
| ISBN |
1119743621 |
|
9781119743620 |
|
