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(Ebook) Engineering Investment Process. Making Value Creation Repeatable by Florian Ielpo, Chafic Merhy and Guillaume Simon (Auth.) ISBN 9780081011485

  • SKU: EBN-6614852
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Authors:Florian Ielpo, Chafic Merhy and Guillaume Simon (Auth.)
Pages:430 pages.
Year:2017
Editon:1st Edition
Publisher: ISTE Press - Elsevier
Language:english
File Size:21.62 MB
Format:pdf
ISBNS:9780081011485
Categories: Ebooks

Product desciption

(Ebook) Engineering Investment Process. Making Value Creation Repeatable by Florian Ielpo, Chafic Merhy and Guillaume Simon (Auth.) ISBN 9780081011485

Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process.
The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust.
The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized facts, liquidity issues, or data biases.
Besides the quantitative concepts detailed here, the reader will find useful references to other works to develop an in-depth understanding of an investment process.

*Free conversion of into popular formats such as PDF, DOCX, DOC, AZW, EPUB, and MOBI after payment.

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