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Engineering Investment Process - Making Value Creation Repeatable (Hardcover) Loot Price: R3,021
Discovery Miles 30 210
You Save: R205 (6%)
Engineering Investment Process - Making Value Creation Repeatable (Hardcover): Florian Ielpo, Chafic Merhy, Guillaume Simon

Engineering Investment Process - Making Value Creation Repeatable (Hardcover)

Florian Ielpo, Chafic Merhy, Guillaume Simon

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List price R3,226 Loot Price R3,021 Discovery Miles 30 210 | Repayment Terms: R283 pm x 12* You Save R205 (6%)

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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.

General

Imprint: ISTE Press Ltd - Elsevier Inc
Country of origin: United Kingdom
Release date: March 2017
First published: 2017
Authors: Florian Ielpo • Chafic Merhy • Guillaume Simon
Dimensions: 229 x 152 x 26mm (L x W x T)
Format: Hardcover
Pages: 430
ISBN-13: 978-1-78548-162-8
Categories: Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
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LSN: 1-78548-162-2
Barcode: 9781785481628

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