000			01761nam a22001937a 4500
008			250519b ||||| |||| 00| 0 eng d
020			_a9781944660475 (pbk.)
041			_aEnglish
082			_a332.64 SCH
100			_aSchmidt, Anatoly B
245			_aModern equity investing strategies / _cAnatoly B. Schmidt (author)
260			_aNew Jersey : _bWorld scientific publishing, _c2023.
300			_axxix, 322 p. : _bill. ; _c23 cm.
500			_aSummary : "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			_aIncludes bibliographical references and index.
505			_aPart I. Modern equity markets. Part II. Market dynamics. Part III. Portfolio management. Part IV. Active trading strategies.
650			_aOptions, Futures & Derivatives.
942			_c1
999			_c15806 _d15806