Books [Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm] Trends in Quantitative Finance

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DESCRIPTION:

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 firms.

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