Multi-factor Models and Signal

Language: English

Published by John Wiley & Sons Jul 2013, 2013

1848214197 / 9781848214194

  • Hardcover
  • New
See all details

Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

5-star seller

AbeBooks seller since August 14, 2006

Hardcover

Condition: New

US$ 265.05

US$ 39.21 shipping 
Ships from Germany to U.S.A.

Quantity: 2 available

Add to basket
Free 30-day returns

Item description from seller

Neuware - With recent outbreaks of multiple large-scale financial crises, amplified by interconnected risk sources, a new paradigm of fund management has emerged. This new paradigm leverages 'embedded' quantitative processes and methods to provide more transparent, adaptive, reliable and easily implemented 'risk assessment-based' practices. This book surveys the most widely used factor models employed within the field of financial asset pricing. Through the concrete application of evaluating risks in the hedge fund industry, the authors demonstrate that signal processing techniques are an interesting alternative to the selection of factors (both fundamentals and statistical factors) and can provide more efficient estimation procedures, based on lq regularized Kalman filtering for instance. With numerous illustrative examples from stock markets, this book meets the needs of both finance practitioners and graduate students in science, econometrics and finance.

Seller Inventory # 9781848214194

Title
Multi-factor Models and Signal
Author
Darolles
Publisher
John Wiley & Sons Jul 2013
Publication year
2013
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1848214197
ISBN 13
9781848214194
Item weight
433 grams
Dimensions
235x157x15 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item7 to 10 business days5 to 7 business days
First itemUS$ 39.21US$ 50.41
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.

Payment methods

  • Visa
  • Mastercard
  • American Express
  • Apple Pay
  • Google Pay
  • Bank Wire Transfer
  • Check
  • Paypal

Store description

Das Unternehmen AHA-BUCH GmbH: Seit der Gründung von AHA-BUCH im Juli 2005 ist unser Hauptziel, zufriedenen Kunden so schnell und so preisgünstig wie möglich ihren Bücherwunsch zu erfüllen. Unsere Firma beschäftigt 16 Mitarbeiter, die nur ein Ziel kennen: den Kunden und seine Wünsche! Auf über 3700 m2 Fläche haben wir über 100.000 Bücher, Modernes Antiquariat und Spiele auf Lager.

Specialty

Kinderbücher & Kinderhör Casetten, German Books, Software, Natur & Tiere, Ratgeber, Sachbücher, Englische Bücher, Medizin & Gesundheit, Universität & Studium

Seller's business information

AHA-BUCH GmbH

Garlebsen 48
Einbeck, Germany 37574