Modern Equity Investing Strategies

This book covers equity investing, portfolio management, diversification, ESG portfolios, factor models, risk-based asset allocation, statistical arbitrage, alternative data, back-testing, and algorithmic trading, with a focus on practical applications and accessible math.

\n Format: Hardback
\n Length: 352 pages
\n Publication date: 22 October 2021
\n Publisher: World Scientific Publishing Co Pte Ltd
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This comprehensive book caters to the diverse needs of college majors in Finance and Financial Engineering, as well as mathematically inclined practitioners seeking a comprehensive overview of both classical and contemporary equity investment strategies. In addition to covering fundamental portfolio management theories such as mean variance theory, CAPM, and APT, the book delves into a range of critical topics, including portfolio diversification, optimal ESG portfolios, factor models (such as 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. Furthermore, the Appendix provides a self-contained presentation of the basic elements of time series analysis, ensuring a clear and accessible understanding of the material for readers with a finance undergraduate background. While the book employs technical concepts and models, it is designed to be accessible to readers without extensive mathematical expertise, making it an invaluable resource for anyone seeking to advance their knowledge in equity investment and financial analysis.

\n Weight: 654g\n
Dimension: 159 x 235 x 27 (mm)\n
ISBN-13: 9789811239496\n \n