Trends in Quatitative Finance by Frank J.Fabozzi
About Course
Trends in Quatitative Finance by Frank J.Fabozzi
This introduction to recent developments in modeling equity returns provides a plain-English, formula-free review of quantitative methods—in particular, the trade-offs that must be made among model complexity, risk, and performance. Also The monograph also includes the results of a 2005 survey of the modeling practiced at 21 large asset management firms. Also
Original Author Information
Frank J. Fabozzi, CFA, is at Yale University. Also
Sergio M. Focardi is at The Intertek Group.
Petter N. Kolm is at Yale University. Also
Author Information
The summary was prepared by Frank T. Magiera, CFA. Also
About Arthor
Frank J. Fabozzi is an American economist, educator, writer, and investor, currently Professor of Finance at EDHEC Business School and a Member of Edhec Risk Institute.[1] Also He was previously a Professor in the Practice of Finance and Becton Fellow in the Yale School of Management. He has authored and edited many acclaimed books, three of which were coauthored with Nobel laureates, Franco Modigliani and Harry Markowitz. Also He has been the editor of the Journal of Portfolio Management since 1986 and is on the board of directors of the BlackRock complex of closed-end funds. Also
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Please contact email: [email protected]
Course Features
- Lectures 0
- Quizzes 0
- Duration 35 hours
- Skill level All levels
- Language English
- Students 96
- Assessments Yes
