Nonlinear Investing: A Quantamental Approach

This book focuses on nonlinear investing with a quantamental approach. Pricing relationships in financial markets are often nonlinear, which raises serious questions for portfolio management: How can we characterize nonlinear patterns in asset pricing? Why do such nonlinear patterns occur and in wha...

Полное описание

Сохранить в:

Библиографические подробности
Главный автор:	Ma, Lingjie (Автор)
Соавтор:	SpringerLink (Online service)
Формат:	Электронный ресурс eКнига
Язык:	английский
Опубликовано:	Cham : Springer Nature Switzerland : Imprint: Springer, 2025.
Редактирование:	1st ed. 2025.
Предметы:	Statistics . Information visualization. Multivariate analysis. Statistics in Business, Management, Economics, Finance, Insurance. Data and Information Visualization. Multivariate Analysis.
Online-ссылка:	https://doi.org/10.1007/978-3-031-76305-2
Метки:	Добавить метку Нет меток, Требуется 1-ая метка записи!

Оглавление:

Chapter 1 Introduction
Chapter 2 Quantamental Analysis
Chapter 3 Nonlinear Factor Effects on Returns
Chapter 4 Nonlinear Alpha Modeling
Chapter 5 Tail Portfolios
Chapter 6 Nonlinear Investing: Japan Stock Selection Strategy
Chapter 7 Nonlinear Investing: Currency
Chapter 9 Nonlinear Investing: Commodity
Index.

Nonlinear Investing: A Quantamental Approach

Схожие документы