Quantitative investing : from theory to industry /: from theory to industry. ([2020])

• Record Type: Book
• Further Information: Note: Lingjie Ma.
• Authors: Ma, Lingjie
• Contents: Introduction. - Is the Current US Stock Market Overvalued? Univariate Analysis. - What Is the Relationship Between the Chinese and US Stock Markets? Bivariate Analysis. - Howto Construct a Stock Selection Strategy: Multi-Factor Analysis. - More on Stock Selection Strategy: Alpha Hunting, Risk Adjustment, and Nonparametric Diagnostics. - Howto ForecastCommodity Price Movements: Time Series Models. - Portfolio Construction: From Alpha/Risk to Portfolio Weights. - Quantitative Investing with Tail Behavior—A Distributional Approach. - Quantamental Investment.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2020
• Extent: 1 online resource
• Subjects: 332.6015118; Investments -- Mathematical models; Electronic books
• Languages: English
• ISBNs: 9783030472023; 3030472027
• Related ISBNs: 3030472019; 9783030472016
• Notes: Note: Includes bibliographical references and index.; Note: Description based on online resource; title from digital title page (viewed on October 05, 2020).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.