Quantitative Investing

Lingjie Ma ()
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Lingjie Ma: University of Illinois at Chicago

in Springer Books from Springer

Date: 2020
ISBN: 978-3-030-47202-3
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Chapters in this book:

Ch Chapter 1 Introduction

Lingjie Ma

Ch Chapter 2 Is the Current US Stock Market Overvalued? Univariate Analysis

Lingjie Ma

Ch Chapter 3 What Is the Relationship Between the Chinese and US Stock Markets? Bivariate Analysis

Lingjie Ma

Ch Chapter 4 How to Construct a Stock Selection Strategy: Multi-Factor Analysis

Lingjie Ma

Ch Chapter 5 More on Stock Selection Strategy: Alpha Hunting, Risk Adjustment, and Nonparametric Diagnostics

Lingjie Ma

Ch Chapter 6 How to Forecast Commodity Price Movements: Time Series Models

Lingjie Ma

Ch Chapter 7 Portfolio Construction: From Alpha/Risk to Portfolio Weights

Lingjie Ma

Ch Chapter 8 Quantitative Investing with Tail Behavior—A Distributional Approach

Lingjie Ma

Ch Chapter 9 Quantamental Investment

Lingjie Ma

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DOI: 10.1007/978-3-030-47202-3

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