Quantitative Equity Investing, Techniques and Strategies, Wiley, Frank J. Fabozzi, Petter N. Kolm, Sergio M. Focardi,Investment and securities,Finance and the finance industry, equity portfolio strategies, quantitative equity portfolio strategies, econometrics, model building, financial engineering, asset allocation, portfolio models, asset management, quantitative equity management, quantitative equity investing, managing equity portfolios, transaction costs, probability, statistics, trading strategies, market impact, classical portfolio theory, time series, random matrix theory, factor models, dynamic factor models, Black-Litterman model, robust optimization, momentum, risk management, portfolio optimization, reversal strategies, forecasting, estimation, bootstrap, Bayesian statistics, optimization, financial model building, static factor models, dynamic factor models, quantitative strategies, equity portfolio, risk management, risk modeling,, Frank J. Fabozzi Series, United States, en-UShttps://www.wiley.comequity portfolio strategies, quantitative equity portfolio strategies, econometrics, model building, financial engineering, asset allocation, portfolio models, asset management, quantitative equity management, quantitative equity investing, managing equity portfolios, transaction costs, probability, statistics, trading strategies, market impact, classical portfolio theory, time series, random matrix theory, factor models, dynamic factor models, Black-Litterman model, robust optimization, momentum, risk management, portfolio optimization, reversal strategies, forecasting, estimation, bootstrap, Bayesian statistics, optimization, financial model building, static factor models, dynamic factor models, quantitative strategies, equity portfolio, risk management, risk modeling, [BLURB],[CITY],,books, ebooks, biblet, Book2look