Bridge over ocean
1 April 2006 Research Foundation

Trends in Quantitative Finance

  1. Frank J. Fabozzi, CFA
  2. Sergio M. Focardi
  3. Petter N. Kolm
Trends in Quantitative Finance View the full book (PDF)

This introduction to recent developments in modeling equity returns provides a plain-English, formula-free review of quantitative methods—in particular, the trade-offs that must be made among model complexity, risk, and performance. The monograph also includes the results of a 2005 survey of the modeling practiced at 21 large asset management firms.

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