Similar Search Results - EconBiz

Quantitative equity investing : techniques and strategies

Fabozzi, Frank J.; Focardi, Sergio; Kolm, Petter N. - 2010

Persistent link: https://www.econbiz.de/10003898661

Probability and statistics for finance

Račev, Svetlozar T.; Höchstötter, Markus; Fabozzi, … - 2010

A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm...

Persistent link: https://www.econbiz.de/10008665229

What's wrong with today's economics? : the current crisis call for an approach to economics rooted more on data than on rationality

Focardi, Sergio M.; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 38 (2012) 3, pp. 104-119

Persistent link: https://www.econbiz.de/10009669643

Factor uniqueness in the S&P 500 universe : can proprietary factors exist?

Focardi, Sergio M.; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 16 (2013) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10009779764

The basics of financial econometrics : tools, concepts, and asset management applications

Fabozzi, Frank J.; Focardi, Sergio M.; Račev, Svetlozar T. - 2014

Persistent link: https://www.econbiz.de/10010350131

Index-exciting CAViaR : a new empirical time-varying risk model

Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10009514126

Diversification : should we be diversifying trends?

Fabozzi, Frank J.; Focardi, Sergio M. - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 1-4

Persistent link: https://www.econbiz.de/10009520397

Überführung von quantitativem Research in implementierbare Handelsstrategien : Möglichkeiten und Grenzen der Automatisierung

Fabozzi, Frank J.; Focardi, Sergio; Ma, Christopher - 2006

Persistent link: https://www.econbiz.de/10003376827

Financial econometrics : from basics to advanced modeling techniques

Račev, Svetlozar T.; Mittnik, Stefan; Fabozzi, Frank J.; … - 2007

Persistent link: https://www.econbiz.de/10003372047

Financial modeling of the equity market : from CAPM to cointegration

Fabozzi, Frank J.; Focardi, Sergio; Kolm, Petter N. - 2006

Persistent link: https://www.econbiz.de/10002933247

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