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Advanced Portfolio Management: A Quant`s Guide for Fundamental Investors, Paleologo Giuseppe A.


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Цена: 5069.00р.
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Автор: Paleologo Giuseppe A.
Название:  Advanced Portfolio Management: A Quant`s Guide for Fundamental Investors
ISBN: 9781119789796
Издательство: Wiley
Классификация:

ISBN-10: 1119789796
Обложка/Формат: Hardcover
Страницы: 288
Вес: 0.67 кг.
Дата издания: 21.09.2021
Язык: English
Размер: 231 x 160 x 20
Читательская аудитория: Professional & vocational
Подзаголовок: A quant`s guide for fundamental investors
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание:

You have great investment ideas. If you turn them into highly profitable portfolios, this book is for you.

Advanced Portfolio Management: A Quants Guide for Fundamental Investors is for fundamental equity analysts and portfolio managers, present, and future. Whatever stage you are at in your career, you have valuable investment ideas but always need knowledge to turn them into money. This book will introduce you to a framework for portfolio construction and risk management that is grounded in sound theory and tested by successful fundamental portfolio managers. The emphasis is on theory relevant to fundamental portfolio managers that works in practice, enabling you to convert ideas into a strategy portfolio that is both profitable and resilient. Intuition always comes first, and this book helps to lay out simple but effective rules of thumb that require little effort to implement and understand. At the same time, the book shows how to implement sophisticated techniques in order to meet the challenges a successful investor faces as his or her strategy grows in size and complexity. Advanced Portfolio Management also contains more advanced material and a quantitative appendix, which benefit quantitative researchers who are members of fundamental teams.

You will learn how to:

  • Separate stock-specific return drivers from the investment environments return drivers
  • Understand current investment themes
  • Size your cash positions based on
  • Your investment ideas
  • Understand your performance
  • Measure and decompose risk
  • Hedge the risk you dont want
  • Use diversification to your advantage
  • Manage losses and control tail risk
  • Set your leverage

Author Giuseppe A. Paleologo has consulted, collaborated, taught, and drank strong wine with some of the best stock-pickers in the world; he has traded tens of billions of dollars hedging and optimizing their books and has helped them navigate through big drawdowns and even bigger recoveries. Whether or not you have access to risk models or advanced mathematical background, you will benefit from the techniques and the insights contained in the book--and wont find them covered anywhere else.




The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution

Автор: Zuckerman Gregory
Название: The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution
ISBN: 073521798X ISBN-13(EAN): 9780735217980
Издательство: Random House (USA)
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Цена: 2851.00 р.
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Описание: Gregory Zuckerman, the bestselling author of The Greatest Trade Ever and The Frackers, answers the question investors have been asking for decades: How did Jim Simons do it?

Shortlisted for the Financial Times/McKinsey Business Book of the Year Award

Jim Simons is the greatest money maker in modern financial history. No other investor--Warren Buffett, Peter Lynch, Ray Dalio, Steve Cohen, or George Soros--can touch his record. Since 1988, Renaissance's signature Medallion fund has generated average annual returns of 66 percent. The firm has earned profits of more than $100 billion; Simons is worth twenty-three billion dollars.

Drawing on unprecedented access to Simons and dozens of current and former employees, Zuckerman, a veteran Wall Street Journal investigative reporter, tells the gripping story of how a world-class mathematician and former code breaker mastered the market. Simons pioneered a data-driven, algorithmic approach that's sweeping the world.

As Renaissance became a market force, its executives began influencing the world beyond finance. Simons became a major figure in scientific research, education, and liberal politics. Senior executive Robert Mercer is more responsible than anyone else for the Trump presidency, placing Steve Bannon in the campaign and funding Trump's victorious 2016 effort. Mercer also impacted the campaign behind Brexit.

The Man Who Solved the Market is a portrait of a modern-day Midas who remade markets in his own image, but failed to anticipate how his success would impact his firm and his country. It's also a story of what Simons's revolution means for the rest of us.

Quantum Wealth

Автор: Peters Adrea L., Lilyestrom Amber
Название: Quantum Wealth
ISBN: 0645015563 ISBN-13(EAN): 9780645015560
Издательство: Неизвестно
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Цена: 4221.00 р.
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Описание:

An insightful read by Adrea L.Peters and Amber Lilyestrom

Quantum Wealth Journal

Автор: Peters Adrea L., Lilyestrom Amber
Название: Quantum Wealth Journal
ISBN: 0645052027 ISBN-13(EAN): 9780645052022
Издательство: Неизвестно
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Цена: 6550.00 р.
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Описание:

Companion Journal for Quantum Wealth by Adrea L.Peters and Amber Lilyestrom

The Rise of the Quants

Автор: C. Read
Название: The Rise of the Quants
ISBN: 023027417X ISBN-13(EAN): 9780230274174
Издательство: Springer
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Цена: 13974.00 р.
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Описание: The third book in the Great Minds in Finance series examines the pricing of securities and the risk/reward trade off through the legends, contribution, and legacies of Jacob Marschak, William Sharpe, Fischer Black and Myron Scholes, and Robert Merton, influencing both theory and practice, answering the question `how do we measure risk?`

Essays in Innovative Risk Management Methods: Based on Deterministic, Stochastic and Quantum Approaches

Автор: Desogus Marco, Casu Elisa
Название: Essays in Innovative Risk Management Methods: Based on Deterministic, Stochastic and Quantum Approaches
ISBN: 1681144522 ISBN-13(EAN): 9781681144528
Издательство: Неизвестно
Цена: 4138.00 р.
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Public Sector Accountants and Quantum Leap:

Автор: Akhmad Solikin, Yuniarto Hadiwibowo, Benny Setiawan
Название: Public Sector Accountants and Quantum Leap:
ISBN: 0367422522 ISBN-13(EAN): 9780367422523
Издательство: Taylor&Francis
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Цена: 44405.00 р.
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Описание: Providing selected papers on government accounting, accountability and integrity public sector accounting, financial accounting, accounting information system, auditing and assurance, corporate sustainability, forensic and management accounting, public and corporate finance, taxation and customs.

Economic Applications of Quantile Regression

Автор: Bernd Fitzenberger; Roger Koenker; Jose A.F. Macha
Название: Economic Applications of Quantile Regression
ISBN: 3790825026 ISBN-13(EAN): 9783790825022
Издательство: Springer
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Цена: 24456.00 р.
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Описание: Complementing classical least squares regression methods which are designed to estimate conditional mean models, quantile regression provides an ensemble of techniques for estimating families of conditional quantile models, thus offering a more complete view of the stochastic relationship among variables.

Palgrave handbook of quantum models in social science

Название: Palgrave handbook of quantum models in social science
ISBN: 1137492759 ISBN-13(EAN): 9781137492753
Издательство: Springer
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Цена: 22359.00 р.
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Описание: It is not intuitive to accept that there exists a link between quantum physical systems and cognitive systems. Finally, a question is posed: whether there is a necessary role for quantum mathematical models to go beyond physics. This book will bring the latest and most cutting edge research on quantum theory to social science disciplines.

Essays in Innovative Risk Management Methods: Based on Deterministic, Stochastic and Quantum Approaches

Автор: Desogus Marco, Casu Elisa
Название: Essays in Innovative Risk Management Methods: Based on Deterministic, Stochastic and Quantum Approaches
ISBN: 1681144514 ISBN-13(EAN): 9781681144511
Издательство: Неизвестно
Цена: 2759.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Quantum Walks and Search Algorithms

Автор: Renato Portugal
Название: Quantum Walks and Search Algorithms
ISBN: 3319978128 ISBN-13(EAN): 9783319978123
Издательство: Springer
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Цена: 18167.00 р.
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Описание: The revised edition of this book offers an extended overview of quantum walks and explains their role in building quantum algorithms, in particular search algorithms.Updated throughout, the book focuses on core topics including Grover's algorithm and the most important quantum walk models, such as the coined, continuous-time, and Szedgedy's quantum walk models. There is a new chapter describing the staggered quantum walk model. The chapter on spatial search algorithms has been rewritten to offer a more comprehensive approach and a new chapter describing the element distinctness algorithm has been added. There is a new appendix on graph theory highlighting the importance of graph theory to quantum walks.As before, the reader will benefit from the pedagogical elements of the book, which include exercises and references to deepen the reader's understanding, and guidelines for the use of computer programs to simulate the evolution of quantum walks.Review of the first edition:“The book is nicely written, the concepts are introduced naturally, and many meaningful connections between them are highlighted. The author proposes a series of exercises that help the reader get some working experience with the presented concepts, facilitating a better understanding. Each chapter ends with a discussion of further references, pointing the reader to major results on the topics presented in the respective chapter.” - Florin Manea, zbMATH.

Bim and Quantity Surveying

Автор: Pittard Steve
Название: Bim and Quantity Surveying
ISBN: 0415870437 ISBN-13(EAN): 9780415870436
Издательство: Taylor&Francis
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Цена: 5817.00 р.
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Описание:

The sudden arrival of Building Information Modelling (BIM) as a key part of the building industry is redefining the roles and working practices of its stakeholders. Many clients, designers, contractors, quantity surveyors, and building managers are still finding their feet in an industry where BIM compliance can bring great rewards.

This guide is designed to help quantity surveying practitioners and students understand what BIM means for them, and how they should prepare to work successfully on BIM compliant projects. The case studies show how firms at the forefront of this technology have integrated core quantity surveying responsibilities like cost estimating, tendering, and development appraisal into high profile BIM projects. In addition to this, the implications for project management, facilities management, contract administration and dispute resolution are also explored through case studies, making this a highly valuable guide for those in a range of construction project management roles.

Featuring a chapter describing how the role of the quantity surveyor is likely to permanently shift as a result of this development, as well as descriptions of tools used, this covers both the organisational and practical aspects of a crucial topic.

Quantum economics and finance

Автор: David Orrell, Orrell
Название: Quantum economics and finance
ISBN: 1916081622 ISBN-13(EAN): 9781916081628
Издательство: Неизвестно
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Цена: 2757.00 р.
Наличие на складе: Нет в наличии.

Описание:

The word "quantum" is from the Latin for "how much" and in this book mathematician David Orrell shows how it applies to the world of economic transactions. Written in clear and accessible language, the book covers the essential mathematics behind topics such as quantum cognition, option pricing, and quantum game theory, and delves into the nuts and bolts of quantum mechanics, the principles of quantum economic modelling, and the basics of quantum computation. On the way the reader will learn how quantum interference can be used to model cognitive dissonance, how a quantum walk goes further than a random walk, and how financial entanglement explains the rate of mortgage default. It is aimed at anyone who wants to understand the quantum ideas working their way into economics and finance, without getting drowned in wave equations.


As interest in quantum computing grows, many companies from established banks to startups are looking at ways to perform financial simulations using quantum algorithms. But what if we should be using quantum models anyway - because the monetary system has quantum properties of its own, and because they work?


The field is developing rapidly, and this second edition contains many updates including new material on quantum logic and quantum agent-based models, and a guest chapter from Ramy Aboushelbaya and Marko Mayr of Quantum Dice on quantum hardware.


David Orrell is an applied mathematician with extensive experience in mathematical modelling, and the author of a dozen books on science and economics.


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