Trends in Quantitative Finance

Trends in Quantitative Finance image
ISBN-10:

1932495495

ISBN-13:

9781932495492

Released: Apr 21, 2006
Publisher: CFA Institute
Format: Paperback, 146 pages
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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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