000			01617nam a22001937a 4500
005			20240213162308.0
008			240213b |||||||| |||| 00| 0 eng d
020			_a9781944660475
082			_a332.64 _bSCH
100			_aSchmidt, Anatoly B. _914301
245			_aModern equity investing strategies
260			_bWorld Scientific Publishing _aSingapore _c2023
300			_axxix, 322 p.
365			_aINR _b1350.00
520			_aThis 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. (https://www.worldscientific.com/worldscibooks/10.1142/12347#t=aboutBook)
650			_aStock exchanges _913085
650			_aFixed income securities _915764
942			_cBK _2ddc
999			_c6044 _d6044