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Trends in Quantitative Finance
Trends in Quantitative Finance
Author: Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
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. The monograph also includes the results of a 2005 survey of the modeling practiced at 21 large asset management fi...  more »
ISBN-13: 9781932495492
ISBN-10: 1932495495
Publication Date: 4/21/2006
Pages: 144
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Publisher: Research Foundation of CFA Institute
Book Type: Paperback
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