Your Essential Guide to Quantitative Hedge Fund Investing
Molyboga, Marat, Swedroe, Larry E.
- 出版商: CRC
- 出版日期: 2023-07-18
- 售價: $5,140
- 貴賓價: 9.5 折 $4,883
- 語言: 英文
- 頁數: 292
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 103200696X
- ISBN-13: 9781032006963
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商品描述
Your Essential Guide to Quantitative Hedge Fund Investing provides a conceptual framework for understanding effective hedge fund investment strategies. The book offers a mathematically rigorous exploration of different topics, framed in an easy to digest set of examples and analogies, including stories from some legendary hedge fund investors. Readers will be guided from the historical to the cutting edge, while building a framework of understanding that encompasses it all.
Features
- Filled with novel examples and analogies from within and beyond the world of finance
- Suitable for practitioners and graduate-level students with a passion for understanding the complexities that lie behind the raw mechanics of quantitative hedge fund investment
- A unique insight from an author with experience of both the practical and academic spheres.
商品描述(中文翻譯)
《量化對沖基金投資的必備指南》提供了一個概念框架，用於理解有效的對沖基金投資策略。該書以易於理解的一系列例子和類比的形式，提供了對不同主題的數學嚴謹的探索，包括一些傳奇對沖基金投資者的故事。讀者將從歷史到尖端得到引導，同時建立一個包含所有內容的理解框架。
特點：
- 充滿了來自金融界內外的新穎例子和類比
- 適合從業人員和研究生級別的學生，他們熱衷於理解量化對沖基金投資背後的複雜性
- 作者具有實踐和學術領域經驗的獨特見解。
作者簡介
Dr Marat Molyboga is the Chief Risk Officer and Director of Research at Efficient Capital Management, where he helps shape strategic priorities as a member of the Leadership Team. He began his career at Efficient in 2001 as a Research Analyst, working on fund selection and portfolio construction algorithms. Later, he spent several years developing and managing intraday trading strategies for a firm subsidiary before assuming his current risk management and research roles. His expertise is in hedge fund performance evaluation and portfolio construction, specializing in practical applications of rigorous academic research.
Dr Molyboga graduated with high honors from Moscow State University with a Master's in Financial Mathematics and honors from the University of Chicago's Booth School of Business with an MBA in Finance, Economics, and Strategic Management. He earned a Ph.D. in Finance from EDHEC Business School. Dr Molyboga is a Chartered Financial Analyst (CFA) and an Adjunct Professor at the Illinois Institute of Technology Stuart School of Business, where he teaches empirical finance techniques to Ph.D. students. His research papers have been published in many academic and practitioner-oriented journals, such as the Journal of Portfolio Management, Journal of Alternative Investments, Journal of Futures Markets, and Journal of Financial Data Science. He also enjoys presenting his work at various academic and industry conferences.Larry E. Swedroe is the head of Financial and Economic Research, Buckingham Wealth Partners. In his role as chief research officer and as a member of the firm's Investment Policy Committee, Larry regularly reviews the findings published in dozens of peer-reviewed financial journals, evaluates the outcomes and uses the result to inform the firm's formal investment strategy recommendations. He has had his own articles published in the Journal of Accountancy, Journal of Investing, AAII Journal, Personal Financial Planning Monthly, the Journal of Portfolio Management, and Wealth Management.
Since joining the firm in 1996, Larry Swedroe has spent his time, talent and energy educating investors on the benefits of evidence-based investing with. Larry's dedication to helping others has made him a sought-after national speaker. He has made appearances on national television shows airing on NBC, CNBC, CNN and Bloomberg Personal Finance. Larry is a prolific writer, contributing regularly to multiple outlets, including Advisor Perspectives, The Evidence Based Investor, and Alpha Architect.
Larry was also among the first authors to publish a book that explained the science of investing in layman's terms, "The Only Guide to a Winning Investment Strategy You'll Ever Need." The second edition was published in 2005. He has since (co)-authored 16 more books including, "What Wall Street Doesn't Want You to Know" (2001), "Rational Investing in Irrational Times" (2002), "The Successful Investor Today" (2003), "Wise Investing Made Simple" (2007), "Wise Investing Made Simpler" (2010), "The Quest for Alpha" (2011) and "Think, Act, and Invest Like Warren Buffett" (2012).
作者簡介(中文翻譯)
Dr. Marat Molyboga是Efficient Capital Management的首席風險官和研究主管，他作為領導團隊的成員，協助制定戰略優先事項。他於2001年加入Efficient，擔任研究分析師，負責基金選擇和投資組合建構演算法的工作。後來，他在公司子公司擔任數年的日內交易策略開發和管理工作，然後轉任現職的風險管理和研究職務。他的專業領域是對沖基金績效評估和投資組合建構，專注於嚴謹學術研究的實際應用。
Dr. Molyboga以優異成績畢業於莫斯科國立大學，獲得金融數學碩士學位，並以榮譽畢業於芝加哥大學布斯商學院，獲得金融、經濟和戰略管理的MBA學位。他還在EDHEC商學院獲得金融學博士學位。Dr. Molyboga是特許金融分析師（CFA），也是伊利諾伊理工學院斯圖爾特商學院的兼職教授，他在那裡教授實證金融技術給博士生。
他的研究論文發表在許多學術和實務導向的期刊上，如《投資組合管理期刊》、《替代投資期刊》、《期貨市場期刊》和《金融數據科學期刊》。他還喜歡在各種學術和行業會議上展示他的工作。
Larry E. Swedroe是Buckingham Wealth Partners的金融和經濟研究主管。作為首席研究官和公司投資政策委員會的成員，Larry定期審查數十份同行評審的金融期刊發表的研究結果，評估結果並將其用於制定公司的正式投資策略建議。他自己的文章發表在《會計學期刊》、《投資期刊》、《AAII期刊》、《個人財務規劃月刊》、《投資組合管理期刊》和《財富管理》等期刊上。
自1996年加入該公司以來，Larry Swedroe一直致力於教育投資者有關以證據為基礎的投資的好處。Larry的奉獻精神使他成為一位受人尋求的全國演講者。他曾在NBC、CNBC、CNN和彭博個人財務等全國電視節目中露面。Larry是一位多產的作家，定期為多個媒體撰稿，包括Advisor Perspectives、The Evidence Based Investor和Alpha Architect。
Larry也是最早出版以通俗方式解釋投資科學的書籍之一的作者，《唯一需要的勝利投資策略指南》。第二版於2005年出版。此後，他（合著）又出版了16本書，包括《華爾街不想讓你知道的事》（2001年）、《在非理性時代理性投資》（2002年）、《今日成功的投資者》（2003年）、《簡單明智的投資》（2007年）、《更簡單明智的投資》（2010年）、《追求Alpha》（2011年）和《像沃倫·巴菲特一樣思考、行動和投資》（2012年）。
