1. Material on single asset problems, market timing, unconditional
and conditional portfolio problems, hedged portfolios. 2. Inference
via both Frequentist and Bayesian paradigms. 3. A comprehensive
treatment of overoptimism and overfitting of trading strategies. 4.
Advice on backtesting strategies. 5. Dozens of examples and
hundreds of exercises for self study.
General
Imprint: |
Taylor & Francis
|
Country of origin: |
United Kingdom |
Release date: |
September 2023 |
First published: |
2022 |
Authors: |
Steven E. Pav
|
Dimensions: |
234 x 156mm (L x W) |
Pages: |
470 |
ISBN-13: |
978-1-03-201931-4 |
Categories: |
Books
|
LSN: |
1-03-201931-X |
Barcode: |
9781032019314 |
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