Rule Based Investing: Designing Effective Quantitative Strategies for Foreign Exchange, Interest Rates, Emerging Markets, Equity Indices, an
(Sprache: Englisch)
Rule-based investment strategies make it easier for disciplined investors to protect themselves from market shifts that stir up fear, greed, pride, and other costly emotions. Since the mid-1990s, assets under management in rule-based or non-discretionary...
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Rule-based investment strategies make it easier for disciplined investors to protect themselves from market shifts that stir up fear, greed, pride, and other costly emotions. Since the mid-1990s, assets under management in rule-based or non-discretionary hedge funds have outgrown those in discretionary or qualitative funds. Recent research shows that rule-based funds have outperformed discretionary funds on a risk-adjusted basis over the past 30 years, and have especially outperformed during recent financial crises. This is the first comprehensive guide to designing and applying rule-based investment strategies. Combining academic rigor and practical applications, it explains what rule-based investment strategies are, how to construct them, and how to distinguish bad ones from good ones.
Rule Based Investment Strategies systematically covers every facet of the topic, including Forex, rates, emerging markets, equity, volatility, and other key topics. Credit Suisse head of global strategy and modeling, Chiente Hsu, covers carry, momentum, seasonality, and value-based strategies; and the construction of portfolios of rule-based strategies that support diversification.
Replete with realistic examples, this book will be a valuable resource for everyone concerned with effective investing, from traders to specialists in applied corporate finance.
Inhaltsverzeichnis zu „Rule Based Investing: Designing Effective Quantitative Strategies for Foreign Exchange, Interest Rates, Emerging Markets, Equity Indices, an “
Introduction 1. Rule Based Volatility Investment 2. Rule Based Carry and Momentum Investment 3. Rule Based Value Investment 4. Rule Based Portfolio Bibliography Index The first complete, practical, example-driven guide to building rule-based investment strategies that work.
Autoren-Porträt von Chiente Hsu
Chiente Hsu (New York, NY) is the founder of Alpha System Advisors, LLC. She was Managing Director and global head of Alpha Strategies at Credit Suisse. From 1998 to 2012, she led a team of Ph.Ds implementing quantitative investment strategies for investors, which included asset management, pension funds, corporates and hedge funds. Dr. Hsu was previously a professor at the University of Vienna, Austria, and a visiting professor at Duke University in North Carolina, teaching and conducting research in financial econometrics. She has published widely in major finance and economics journals, such as The Review of Economics and Statistics . Dr. Hsu holds an MA in Computer Science and Business Management from the Technical University Vienna and a Ph.D in Economics from the University of Vienna, Austria.
Bibliographische Angaben
- Autor: Chiente Hsu
- 171 Seiten, Maße: 15,5 x 23,1 cm, Gebunden, Englisch
- Verlag: ADDISON WESLEY PUB CO INC
- ISBN-10: 0133354342
- ISBN-13: 9780133354348
- Erscheinungsdatum: 30.12.2013
Sprache:
Englisch
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