孔夫子旧书网-网上买书卖书、古旧书收藏品交易平台 孔夫子旧书网-网上买书卖书、古旧书收藏品交易平台 占位居中 孔夫子旧书网-网上买书卖书、古旧书收藏品交易平台
商品
拍卖区
在售
已售
搜索历史
搜索
高级搜索

Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)

Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
分享
扫描下方二维码分享到微信
打开微信，点击右上角”+“，
使用”扫一扫“即可将网页分享到朋友圈。
作者: 著
出版社: Wiley
2011-04
版次: 1
ISBN: 9780470642078
定价: 355.60
装帧: 精装
开本: 16开
纸张: 胶版纸
页数: 338页
正文语种: 英语
丛书: Wiley Finance
分类: 外文古旧书>英文书>经济
  • Thepioneerofvalueinvesting,BenjaminGraham,believedinaphilosophythatcontinuestobefollowedbysomeoftoday'smostsuccessfulinvestors,suchasWarrenBuffett.Partofthisphilosophyincludesadheringtoyourstockselectionprocesscome"hellorhighwater,"which,inhisview,wasoneofthemostimportantaspectsofinvesting.So,ifaquantdesignsandimplementsmathematicalmodelsforpredictingstockormarketmovements,whatbetterwaytoremainobjectivethantoinvestusingalgorithmsinaquantitativemethod?ThisisexactlywhatBenGrahamWasaQuantwillshowyouhowtodo.Openingwithabriefhistoryofquantitativeinvesting,thisbookquicklymovesontofocusonthefundamentalandfinancialfactorsusedinselecting"Graham"stocks,demonstratehowtotestthesefactorswithcurrentsoftware,anddiscusshowtocombinethemintoaquantitativemodel.Alongtheway,BenGrahamWasaQuantalsotakesthetimetodefinethesearchforAlphaandexplainwhatitis,highlightsomeoftheinadequaciesofmodernportfoliotheory,andintroducespecificriskmeasuresyoushouldbecomefamiliarwith.Oneofthebestaspectsofquantitativeinvestingisthatitultimatelyleadstodisciplined,andintelligent,investing.BenGrahamWasaQuantwillhelpyouachievethisgoalbycodifyingGraham'svaluephilosophyandcombiningitwithquantitativemethods—allwhileusingaminimumofmathematics.Withthisbookasyourguide,you'lldiscoverabetterwaytoinvest,asyoulearnhowtocreatequantitativemodelsthatfollowinthefootstepsofGraham'sprovenvalueapproach. StevenP.Greiner,Ph.D.,hasservedastheseniorquantitativestrategistandportfoliomanagerforAllegiantAssetManagement(nowwhollyownedbyPNCCapitalAdvisors)andwasamemberofitsInvestmentCommittee.Priortothis,hewasaseniorquantitativestrategistforlargecapitalizationinvestmentsatHarrisInvestmentManagement.Hehasmorethantwentyyearsofquantitativeandmodelingexperience.Currently,Dr.GreineristheheadofRiskResearchforFactSetResearchSystems.HereceivedaBSinmathematicsandchemistryfromtheUniversityofBuffalo,anMSandPhDinphysicalchemistryfromtheUniversityofRochester,andattainedpostdoctoralexperiencefromtheFreeUniversityBerlin,DepartmentofPhysics. Preface.

    Introduction: The Birth of the Quant.

    Characterizing the Quant.

    Active versus Passive Investing.

    Chapter 1: Desperately Seeking Alpha.

    The Beginnings of the Modern Alpha Era.

    Important History of Investment Management.

    Methods of Alpha Searching.

    Chapter 2: Risky Business.

    Experienced versus Exposed Risk.

    The Black Swan: A Minor ELE Event—Are Quants to Blame?

    Active versus Passive Risk.

    Other Risk Measures: VAR, CVAR, and ETL.

    Summary.

    Chapter 3: Beta Is Not Sharpe Enough.

    Back to Beta.

    Beta and Volatility.

    The Way to a Better “Beta”: Introducing the g-Factor.

    Tracking Error: The Deviant Differential Measurer.

    Summary.

    Chapter 4: Mr. Graham, I Give You Intelligence.

    Fama-French Equation.

    The Graham Formula.

    Factors for Use in Quant Models.

    Momentum: Increasing Investor Interest.

    Volatility as a Factor in Alpha Models.

    Chapter 5: Modeling Pitfalls and Perils.

    Data Availability, Look-Ahead, and Survivorship Biases.

    Building Models One Can Trust.

    Scenario, Out-Of-Sample, and Shock Testing.

    Data Snooping and Mining.

    Statistical Significance and Other Fascinations.

    Choosing an Investment Philosophy.

    Growth, Value, Quality.

    Investment Consultant as Dutch Uncle.

    Where are the Relative Growth Managers?

    Chapter 6: Testing the Graham “Crackers”...er,Factors.

    The First Tests: Sorting.

    Time-Series Plots.

    The Next Tests: Scenario Analysis.

    Chapter 7: Building Models from Factors.

    Surviving Factors.

    Weighting the Factors.

    The Art versus Science of Modeling.

    Time-Series of Returns.

    Other Conditional Information.

    The Final Model.

    Other Methods of Measuring Performance: Attribution Analysis ViaBrinson and Risk Decomposition.

    Regression of the Graham Factors with Forward Returns.

    Chapter 8: Building Portfolios from Models.

    The Deming Way: Benchmarking Your Portfolio.

    Portfolio Construction Issues.

    Using an Online Broker: Fidelity, E*Trade, TD-Ameritrade,Schwab, Interactive Brokers, and TradeStation.

    Working with A Professional Investment Management System:Bloomberg, Clarify, and Factset.

    Chapter 9: Barguments: The Anti-Dementia Bacterium.

    The Colossal Non-Failure of Asset Allocation.

    The Stock Market as a Class of Systems.

    Stochastic Portfolio Theory: An Introduction.

    Portfolio Optimization: The Layman’s Perspective.

    Tax-Efficient Optimization.

    Summary.

    Chapter 10: Past and Future View.

    Why did Global Contagion and Meltdown Occur?

    Fallout of Crises.

    The Rise of the Multi-National State Owned Enterprises.

    The Emerged Markets.

    The Future Quant.

    Notes.

    Acknowledgments.

    About the Author.

    Index.
  • 内容简介:
    Thepioneerofvalueinvesting,BenjaminGraham,believedinaphilosophythatcontinuestobefollowedbysomeoftoday'smostsuccessfulinvestors,suchasWarrenBuffett.Partofthisphilosophyincludesadheringtoyourstockselectionprocesscome"hellorhighwater,"which,inhisview,wasoneofthemostimportantaspectsofinvesting.So,ifaquantdesignsandimplementsmathematicalmodelsforpredictingstockormarketmovements,whatbetterwaytoremainobjectivethantoinvestusingalgorithmsinaquantitativemethod?ThisisexactlywhatBenGrahamWasaQuantwillshowyouhowtodo.Openingwithabriefhistoryofquantitativeinvesting,thisbookquicklymovesontofocusonthefundamentalandfinancialfactorsusedinselecting"Graham"stocks,demonstratehowtotestthesefactorswithcurrentsoftware,anddiscusshowtocombinethemintoaquantitativemodel.Alongtheway,BenGrahamWasaQuantalsotakesthetimetodefinethesearchforAlphaandexplainwhatitis,highlightsomeoftheinadequaciesofmodernportfoliotheory,andintroducespecificriskmeasuresyoushouldbecomefamiliarwith.Oneofthebestaspectsofquantitativeinvestingisthatitultimatelyleadstodisciplined,andintelligent,investing.BenGrahamWasaQuantwillhelpyouachievethisgoalbycodifyingGraham'svaluephilosophyandcombiningitwithquantitativemethods—allwhileusingaminimumofmathematics.Withthisbookasyourguide,you'lldiscoverabetterwaytoinvest,asyoulearnhowtocreatequantitativemodelsthatfollowinthefootstepsofGraham'sprovenvalueapproach.
  • 作者简介:
    StevenP.Greiner,Ph.D.,hasservedastheseniorquantitativestrategistandportfoliomanagerforAllegiantAssetManagement(nowwhollyownedbyPNCCapitalAdvisors)andwasamemberofitsInvestmentCommittee.Priortothis,hewasaseniorquantitativestrategistforlargecapitalizationinvestmentsatHarrisInvestmentManagement.Hehasmorethantwentyyearsofquantitativeandmodelingexperience.Currently,Dr.GreineristheheadofRiskResearchforFactSetResearchSystems.HereceivedaBSinmathematicsandchemistryfromtheUniversityofBuffalo,anMSandPhDinphysicalchemistryfromtheUniversityofRochester,andattainedpostdoctoralexperiencefromtheFreeUniversityBerlin,DepartmentofPhysics.
  • 目录:
    Preface.

    Introduction: The Birth of the Quant.

    Characterizing the Quant.

    Active versus Passive Investing.

    Chapter 1: Desperately Seeking Alpha.

    The Beginnings of the Modern Alpha Era.

    Important History of Investment Management.

    Methods of Alpha Searching.

    Chapter 2: Risky Business.

    Experienced versus Exposed Risk.

    The Black Swan: A Minor ELE Event—Are Quants to Blame?

    Active versus Passive Risk.

    Other Risk Measures: VAR, CVAR, and ETL.

    Summary.

    Chapter 3: Beta Is Not Sharpe Enough.

    Back to Beta.

    Beta and Volatility.

    The Way to a Better “Beta”: Introducing the g-Factor.

    Tracking Error: The Deviant Differential Measurer.

    Summary.

    Chapter 4: Mr. Graham, I Give You Intelligence.

    Fama-French Equation.

    The Graham Formula.

    Factors for Use in Quant Models.

    Momentum: Increasing Investor Interest.

    Volatility as a Factor in Alpha Models.

    Chapter 5: Modeling Pitfalls and Perils.

    Data Availability, Look-Ahead, and Survivorship Biases.

    Building Models One Can Trust.

    Scenario, Out-Of-Sample, and Shock Testing.

    Data Snooping and Mining.

    Statistical Significance and Other Fascinations.

    Choosing an Investment Philosophy.

    Growth, Value, Quality.

    Investment Consultant as Dutch Uncle.

    Where are the Relative Growth Managers?

    Chapter 6: Testing the Graham “Crackers”...er,Factors.

    The First Tests: Sorting.

    Time-Series Plots.

    The Next Tests: Scenario Analysis.

    Chapter 7: Building Models from Factors.

    Surviving Factors.

    Weighting the Factors.

    The Art versus Science of Modeling.

    Time-Series of Returns.

    Other Conditional Information.

    The Final Model.

    Other Methods of Measuring Performance: Attribution Analysis ViaBrinson and Risk Decomposition.

    Regression of the Graham Factors with Forward Returns.

    Chapter 8: Building Portfolios from Models.

    The Deming Way: Benchmarking Your Portfolio.

    Portfolio Construction Issues.

    Using an Online Broker: Fidelity, E*Trade, TD-Ameritrade,Schwab, Interactive Brokers, and TradeStation.

    Working with A Professional Investment Management System:Bloomberg, Clarify, and Factset.

    Chapter 9: Barguments: The Anti-Dementia Bacterium.

    The Colossal Non-Failure of Asset Allocation.

    The Stock Market as a Class of Systems.

    Stochastic Portfolio Theory: An Introduction.

    Portfolio Optimization: The Layman’s Perspective.

    Tax-Efficient Optimization.

    Summary.

    Chapter 10: Past and Future View.

    Why did Global Contagion and Meltdown Occur?

    Fallout of Crises.

    The Rise of the Multi-National State Owned Enterprises.

    The Emerged Markets.

    The Future Quant.

    Notes.

    Acknowledgments.

    About the Author.

    Index.
查看详情
相关分类
Literature&Fiction文学与虚构 ScienceFiction&Fantasy科幻与玄幻 Romance浪漫小说 Mystery&Thrillers神秘与惊悚 Teens青少年读物 Biographies&Memoirs传记与自传 Comics&GraphicNovels动漫与绘画小说 ELT英语学习 Reference参考书 StandardTest标准考试 Business&Investing商业与投资 Self-Help励志自助 ManagementLeadership经营管理 Arts&Photography艺术与摄影 TravelGuide旅游与地理 Mind&Body身心健康
系列丛书 / 更多
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Risk Management and Financial Institutions, + Web Site (Wiley Finance)
John Hull 著
￥30.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Venture Capital Due Diligence
Justin J. Camp 著
￥100.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Investment Banking：Valuation, Leveraged Buyouts, and Mergers & Acquisitions
Joshua Harris 著
￥140.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Dangerous Markets: Managing in Financial Crises[危险市场：金融风险时的管理]
Dominic Barton 著
￥50.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Valuation Workbook:Step-by-Step Exercises and Tests to Help You Master Valuation[估价手册 第5版]
McKinsey & Company Inc. 著
￥146.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
The Risk Management Process: Business Strategy and Tactics
Christopher L. Culp 著
￥70.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Value Investing：From Graham to Buffett and Beyond
Bruce C. N. Greenwald 著
￥188.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Restoring Financial Stability: How to Repair a Failed System[金融稳定性恢复：如何修补失效系统]
Viral Acharya 著
￥25.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Franchise Value: A Modern Approach to Security Analysis (Wiley Finance)
Martin L. Leibowitz 著
￥150.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Top Hedge Fund Investors: Stories, Strategies, and Advice (Wiley Finance)
Lawrence E. Kochard（劳伦斯·E·科沙尔德）、Cathleen Rittereiser（卡特伦·赖特赖泽） 著
￥466.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Banker's Guide to New Small Business Finance, +
Charles H. Green 著
￥88.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
The Global Class War[世界级战争：美国的两党连立精英们如何丧失了未来-又将如何赢回]
Jeff Faux 著
￥120.00 起
相关图书 / 更多
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Ben Franklin: Young Printer
Stevenson, Augusta
￥50.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
BendingtheFrame:Photojournalism,Documentary,andtheCitizen
Fred Ritchin 著
￥169.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Benjamin Franklin: Inventing America
Gaustad；Edwin S
￥10.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
BentleyMOSES软件入门与应用
高巍
￥39.35 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
BenjaminandtheSuperSpectacles(TheWonderfulWorldofWalterandWinnie)
Rachel Bright 著
￥10.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Benford'sLaw:ApplicationsforForensicAccounting,Auditing,andFraudDetection
Mark J. Nigrini 著
￥842.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Benefits Management: How to Increase the Business Value of Your IT Projects
John Ward、Elizabeth Daniel 著
￥120.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
Ben教你做采购：金牌外贸业务员也要学
朱子斌（Ben） 著
￥20.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
BeneaththeBleeding
Val McDermid 著
￥50.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
BenumofandHagberg'sAirwayManagement,3rdEdition
Carin A. Hagberg 著
￥2095.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
BenedictCumberbatch本尼迪克特·康伯巴奇传记
Justin Lewis 著
￥110.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
BeneaththeBleeding
Val McDermid 著
￥37.00 起
您可能感兴趣 / 更多
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
卡尺校验的运动学对线全膝关节置换术——原理、手术技术与应用前景
Stephen；M.Howell
￥78.12 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
量子信息 香农信息科学经典
Stephen Barnett 著
￥33.70 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
AO足踝骨折治疗原则
Stefan Rammelt Michael Swords Mandeep S Dhillon Andrew K Sands
￥175.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
互联网与民主
Stephen Coleman
￥7.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
花园不是一天建成的
Stewart 著；吴湛 译；[美]艾米·斯图尔特(Amy
￥18.60 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
你好!德语(视频版)(A1)(练习手册)
Stefanie Dengler
￥24.62 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
你好!德语(视频版)(A1)(学生用书)
Stefanie Dengler
￥18.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
复变量导引（影印版）
Steven G. Krantz
￥76.20 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
泛函分析导引（影印版）
Steven G. Krantz
￥60.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
调和分析概览（影印版）
Steven G. Krantz
￥80.00 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
AO骨感染治疗原则
Stephen L Kates 主编；Olivier Borens
￥139.40 起
Ben Graham Was a Quant: Raising the IQ of the Intelligent Investor (Wiley Finance)
国际关系（第三版）
Stephanie Lawson
￥31.88 起
© 2002-2024 Kongfz.com 孔夫子旧书网 版权所有
关于孔网 联系我们 帮助中心 版权隐私 广告业务 工作机会 移动版 图书目录 图书标签 热搜书籍 作家大全