Engineering Investment Process: Making Value Creation Repeatable

by Florian Lelpo, Chafic Merhy, Mabrouk Chetouane, et al.

Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process.The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust.The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized...

• Format: Hardcover
• Language: English
• ISBN: 1785481622
• ISBN13: 9781785481628
• Release Date: March 2017
• Publisher: Iste Press - Elsevier
• Length: 430 Pages
• Weight: 1.63 lbs.
• Dimensions: 0.9" x 6.0" x 9.0"