相關主題
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》提供了一個理解有效對沖基金投資策略的概念框架。本書對不同主題進行了數學上嚴謹的探討，並以易於理解的例子和類比呈現，包括一些傳奇對沖基金投資者的故事。讀者將從歷史背景到前沿技術獲得指導，同時建立一個涵蓋所有內容的理解框架。
特色
- 充滿來自金融界內外的新穎例子和類比
- 適合對理解量化對沖基金投資背後的複雜性充滿熱情的從業者和研究生
- 來自同時具備實務和學術經驗的作者的獨特見解。
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)
馬拉特·莫利博加博士是高效資本管理公司的首席風險官及研究總監，作為領導團隊的一員，他協助制定戰略優先事項。他於2001年在高效資本開始了他的職業生涯，擔任研究分析師，專注於基金選擇和投資組合建構算法。之後，他花了幾年時間為公司子公司開發和管理日內交易策略，然後才擔任目前的風險管理和研究職位。他的專長在於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。
莫利博加博士以優異的成績畢業於莫斯科國立大學，獲得金融數學碩士學位，並在芝加哥大學布斯商學院獲得金融、經濟學和戰略管理的MBA學位。他在EDHEC商學院獲得金融學博士學位。莫利博加博士是特許金融分析師（CFA），並擔任伊利諾伊理工學院斯圖爾特商學院的兼任教授，教授博士生實證金融技術。
他的研究論文已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》。他也喜歡在各種學術和行業會議上展示他的研究成果。
拉里·E·斯維德羅是巴金漢財富夥伴公司的金融與經濟研究主管。作為首席研究官及公司投資政策委員會的成員，拉里定期審查發表在數十本同行評審的金融期刊中的研究結果，評估結果並利用這些結果來指導公司的正式投資策略建議。他的文章曾發表在《會計期刊》、《投資期刊》、《AAII期刊》、《個人理財規劃月刊》、《投資組合管理期刊》和《財富管理》等期刊上。
自1996年加入公司以來，拉里·斯維德羅一直致力於教育投資者關於基於證據的投資的好處。拉里對幫助他人的熱情使他成為受歡迎的全國演講者。他曾在NBC、CNBC、CNN和彭博個人理財等全國電視節目中亮相。拉里是一位多產的作家，定期為多個媒體撰稿，包括《顧問觀點》、《基於證據的投資者》和《阿爾法架構》。
拉里也是第一批出版以通俗易懂的語言解釋投資科學的書籍的作者之一，他的書名為《你所需的唯一贏利投資策略指南》。第二版於2005年出版。此後，他（合）著了16本書，包括《華爾街不想讓你知道的事》（2001年）、《非理性時期的理性投資》（2002年）、《當今成功的投資者》（2003年）、《簡單智慧投資》（2007年）、《更簡單的智慧投資》（2010年）、《追求阿爾法》（2011年）和《像沃倫·巴菲特一樣思考、行動和投資》（2012年）。
