Modern equity investing strategies (Record no. 6044)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01617nam a22001937a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240213162308.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240213b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781944660475 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.64 |
| Item number | SCH |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Schmidt, Anatoly B. |
| 245 ## - TITLE STATEMENT | |
| Title | Modern equity investing strategies |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | World Scientific Publishing |
| Place of publication, distribution, etc. | Singapore |
| Date of publication, distribution, etc. | 2023 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxix, 322 p. |
| 365 ## - TRADE PRICE | |
| Price type code | INR |
| Price amount | 1350.00 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book will satisfy the demand among college majors in Finance and Financial Engineering, and mathematically-versed practitioners for description of both the classical approaches to equity investing and new investment strategies scattered in the periodic literature. Besides the major portfolio management theories (mean variance theory, CAPM, and APT), the book addresses several important topics: portfolio diversification, optimal ESG portfolios, factor models (smart betas), robust portfolio optimization, risk-based asset allocation, statistical arbitrage, alternative data based investing, back-testing of trading strategies, modern market microstructure, algorithmic trading, and agent-based modeling of financial markets. The book also includes the basic elements of time series analysis in the Appendix for self-contained presentation of the material. While the book covers technical concepts and models, it will not overburden the reader with math beyond the Finance undergraduates' curriculum.<br/><br/>(https://www.worldscientific.com/worldscibooks/10.1142/12347#t=aboutBook) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stock exchanges |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Fixed income securities |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Finance & Accounting | TB3444 | 24-01-2024 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 02/13/2024 | Technical Bureau India Pvt. Ltd. | 938.25 | 332.64 SCH | 005809 | 02/13/2024 | 1 | 1350.00 | 02/13/2024 | Book |