Trends in quantitative equity management: survey results

Frank J. Fabozzi · Sergio M. Focardi · Caroline Jonas

45 citations0/0 files storedQuantitative Finance

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Risk and Portfolio Optimization

Abstract

In the second half of the 1990s, there was so much skepticism about quantitative fund management that Leinweber (1999), a pioneer in applying advanced techniques borrowed from the world of physics ...

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1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2003Maps of Bounded Rationality: Psychology for Behavioral Economics 2003Modeling and Forecasting Realized Volatility 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 2004The Adaptive Markets Hypothesis 1995Bounded Rationality in Macroeconomics 1989Agent-based Computational Finance 1998Handbook of computational economics

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