Books - Developments in Quantitative Investment Models

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Developments in Quantitative Investment Models

by: Ronald N. Kahn, R. Max Darnell, Paul C. Pfleiderer, Orhan Karaali, David M. Stein, J. Doyne Farmer, H. Russell Fogler

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Binding: Paperback
EAN: 9780935015720
ISBN: 0935015728
Label: AIMR (CFA Institute)
Manufacturer: AIMR (CFA Institute)
Number Of Pages: 77
Publication Date: November 01, 2001
Publisher: AIMR (CFA Institute)
Studio: AIMR (CFA Institute)

Editorial Review:
The field of quantitative investing has changed significantly since 1994, when the last CFA Institute proceedings on the subject was published. Recent developments in the areas of nonlinearities, nonstationarities, and non-normal return distributions have the potential to allow investors to exploit inefficiencies that were previously imperceptible. In this proceedings, the authors survey the state of the art in quantitative investing and describe how they and others are using new methods and insights to enhance performance.

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