Now in its fourth edition, the Quantitative Investment Analysis Workbook offers a range of practical information and exercises that will facilitate your mastery of quantitative methods and their application in today's investment process. Part of the reputable CFA Institute Investment Series, the workbook is designed to further your hands-on experience with a variety of learning outcomes, summary overview sections, and challenging problems and solutions.

The workbook provides all the statistical tools and latest information to help you become a confident and knowledgeable investor, including expanded problems on Machine Learning algorithms and the role of Big Data in investment contexts. Well suited for motivated individuals who learn on their own, as well as general reference, this companion resource delivers a clear, example-driven method for practicing the tools and techniques covered in the primary Quantitative Investment Analysis, 4th Edition text.

Inside you'll find information and exercises to help you:

Work real-world problems associated with the modern quantitative investment process
Master visualizing and summarizing data
Review the fundamentals of single linear and multiple linear regression
Use multifactor models
Measure and manage market risk effectively

In both the workbook and the primary Quantitative Investment Analysis, 4th Edition text, the authors go to great lengths to ensure an even treatment of subject matter, consistency of mathematical notation, and continuity of topic coverage that is critical to the learning process. For everyone who requires a streamlined route to mastering quantitative methods in investments, Quantitative Investment Analysis Workbook, 4th Edition offers world-class practice based on actual scenarios faced by professionals every day.

Autorentext

CFA Institute is the global association of investment professionals that sets the standard for professional excellence and credentials. The organization is a champion for ethical behavior in investment markets and a respected source of knowledge in the global financial community. The end goal: to create an environment where investors' interests come first, markets function at their best, and economies grow. CFA Institute has more than 155,000 members in 165 countries and territories, including 150,000 CFA® charterholders, and 148 member societies. For more information, visit www.cfainstitute.org.

Klappentext

CFA INSTITUTE INVESTMENT SERIES Hands-on quantitative analysis practice based on real-world scenarios Quantitative Investment Analysis Workbook, Fourth Edition provides the key component of effective learningpractice. This companion workbook conveniently aligns with the text chapter-by-chapter, provides brief chapter summaries to refresh your memory on key points before you begin working, and explicitly lays out the learning objectives so you understand the "why" of each problem. Those who self study will find solutions to all exercise problems. This workbook lets you:

Refresh your memory with succinct chapter summaries
Enhance your understanding with topic-specific practice problems
Work toward explicit chapter objectives to internalize key information
Practice important techniques with real-world applications For everyone who wants a practical route to mastering quantitative methods, Quantitative Investment Analysis Workbook, Fourth Edition lives up to its reputation for clarity and world-class practice based on actual scenarios investors face every day.

Inhalt
Part I: Learning Objectives, Summary Overview, and Problems

Chapter 1: The Time Value of Money

Chapter 2: Organizing, Visualizing, and Describing Data

Chapter 3: Probability Concepts

Chapter 4: Common Probability Distributions

Chapter 5: Sampling and Estimation

Chapter 6: Hypothesis Testing

Chapter 7: Introduction to Linear Regression

Chapter 8: Multiple Regression

Chapter 9: Time-Series Analysis

Chapter 10: Machine Learning

Chapter 11: Big Data Projects