| 000 -LEADER |
|---|
| fixed length control field |
01761nam a22001937a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
250519b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781944660475 (pbk.) |
| 041 ## - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
English |
| 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 / |
| Statement of responsibility, etc. |
Anatoly B. Schmidt (author) |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
New Jersey : |
| Name of publisher, distributor, etc. |
World scientific publishing, |
| Date of publication, distribution, etc. |
2023. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxix, 322 p. : |
| Other physical details |
ill. ; |
| Dimensions |
23 cm. |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Summary : "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"-- Provided by publisher. |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Part I. Modern equity markets.<br/>Part II. Market dynamics. <br/>Part III. Portfolio management.<br/>Part IV. Active trading strategies. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Options, Futures & Derivatives. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Books |
