New Book Recommendation

alain

Older and Wiser
Could we try to get the following books for the Quantnet library?

Financial Modeling of the Equity Market: From CAPM to Cointegration

Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk

Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading (Hardcover)


I got some inside info. Dan will buy the first 10 books in this thread.
 
Could we try to get the following books for the Quantnet library?

Financial Modeling of the Equity Market: From CAPM to Cointegration

Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk

Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading (Hardcover)

Isn't the first book by Frank Fabozzi? If so, I have it. I'd give it 3 stars out of 5. And I think the second is by Grinold and Kahn(?) -- if so, 4 stars out of 5. I'm quoting from memory as I don't have access to my collection from where I'm typing these lines.
 

alain

Older and Wiser
Isn't the first book by Frank Fabozzi? If so, I have it. I'd give it 3 stars out of 5. And I think the second is by Grinold and Kahn(?) -- if so, 4 stars out of 5. I'm quoting from memory as I don't have access to my collection from where I'm typing these lines.
Yes, you are correct.
 

Yuriy

MFE Alum
I think I used the 2nd book at CMU. It has some material related to personal research of the authors (if I'm not mistaken). I would also give it 4 stars :) For me, it was the least useful course at CMU.
 

alain

Older and Wiser
Funny thing is that second book is the heart of BARRA as a company. We use it all the time in my group at work since the head and the Sr Quants came from BARRA.
 
Top