Multi Factor Models Signal Processing by Darolles Serges (4 results)
- Hardcover
Seller: California Books, Miami, FL, U.S.A.California Books
Contact seller4-star sellerCondition: New
£ 151.78
Free ShippingShips within U.S.A.Quantity: Over 20 available
Condition: New.
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
£ 180.05
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Hardcover. Condition: Brand New. 1st edition. 320 pages. 9.30x6.30x1.00 inches. In Stock.
- Hardcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
£ 200.30
£ 53.26 shippingShips from Germany to U.S.A.Quantity: 2 available
Buch. Condition: Neu. Neuware - With recent outbreaks of multiple large-scale financial crises, amplified by interconnected risk sources, a new paradigm of fund management has emerged. This new paradigm leverages 'embedded' quantitative processes and methods to provide more transparent, adaptive, reliable and easily implemented…'risk assessment-based' practices. This book surveys the most widely used factor models employed within the field of financial asset pricing. Through the concrete application of evaluating risks in the hedge fund industry, the authors demonstrate that signal processing techniques are an interesting alternative to the selection of factors (both fundamentals and statistical factors) and can provide more efficient estimation procedures, based on lq regularized Kalman filtering for instance. With numerous illustrative examples from stock markets, this book meets the needs of both finance practitioners and graduate students in science, econometrics and finance.
- Hardcover
- Print on Demand
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
Contact seller5-star sellerCondition: New
£ 133.61
£ 5.02 shippingShips from United Kingdom to U.S.A.Quantity: 15 available
HRD. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
