國立高雄大學圖資館 |

Language: English

Back

Nonlinear investinga quantamental approach /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Nonlinear investingby Lingjie Ma.
Reminder of title:	a quantamental approach /
Author:	Ma, Lingjie.
Published:	Cham :Springer Nature Switzerland :2025.
Description:	xvii, 340 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Investments.
Online resource:	https://doi.org/10.1007/978-3-031-76305-2
ISBN:	9783031763052$q(electronic bk.)

Nonlinear investinga quantamental approach /
Ma, Lingjie.

Nonlinear investinga quantamental approach /[electronic resource] :by Lingjie Ma. - Cham :Springer Nature Switzerland :2025. - xvii, 340 p. :ill., digital ;24 cm.

Chapter 1 Introduction -- Chapter 2 Quantamental Analysis -- Chapter 3 Nonlinear Factor Effects on Returns -- Chapter 4 Nonlinear Alpha Modeling -- Chapter 5 Tail Portfolios -- Chapter 6 Nonlinear Investing: Japan Stock Selection Strategy -- Chapter 7 Nonlinear Investing: Currency -- Chapter 9 Nonlinear Investing: Commodity -- Index.

This book focuses on nonlinear investing with a quantamental approach. Pricing relationships in financial markets are often nonlinear, which raises serious questions for portfolio management: How can we characterize nonlinear patterns in asset pricing? Why do such nonlinear patterns occur and in what contexts? How can we know whether such relationships will persist in the future? And how much is the value added by a nonlinear over a linear model? These questions cannot be answered by piecing together fundamental prospects based on personal experience and preference, which can be biased, or by torturing the data to make it confess whatever we want (particularly big data, which allows more freedom for data mining). Rather, nonlinear investing should rely on both fundamental insights and quantitative analysis: the former ensures that similar nonlinear patterns will occur in the future and the latter validates the nonlinear pattern with historical data. In this way, quant marries fundamental: a quantamental approach! The book provides a systematic guide to conducting nonlinear investing through quantamental analysis. The author demonstrates how nonlinear investment strategies, achieving both depth and breadth, add significant value to portfolio performance for different asset classes. The primary audience for this book is senior professional investors and quant/fundamental investment shops who look for new ideas to enhance their existing products or develop new products. The book will also be helpful to finance faculty and graduate students who are interested in frontier industry practices.

ISBN: 9783031763052$q(electronic bk.)

Standard No.: 10.1007/978-3-031-76305-2doiSubjects--Topical Terms:

187451
Investments.

LC Class. No.: HG4521

Dewey Class. No.: 332.6

Nonlinear investinga quantamental approach /
LDR:02958nmm a2200349 a 4500 001 680388
003 DE-He213
005 20250111115235.0
006 m d
007 cr nn 008maaau
008 251110s2025 sz s 0 eng d
020 $a 9783031763052$q(electronic bk.)
020 $a 9783031763045$q(paper)
024 7 $a 10.1007/978-3-031-76305-2 $2 doi
035 $a 978-3-031-76305-2
040 $a GP $c GP
041 0 $a eng
050 4 $a HG4521
072 7 $a PBT $2 bicssc
072 7 $a K $2 bicssc
072 7 $a BUS061000 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a K $2 thema
082 0 4 $a 332.6 $2 23
090 $a HG4521 $b .M111 2025
100 1 $a Ma, Lingjie. $3 877606
245 1 0 $a Nonlinear investing $h [electronic resource] : $b a quantamental approach / $c by Lingjie Ma.
260 $a Cham : $b Springer Nature Switzerland : $b Imprint: Springer, $c 2025.
300 $a xvii, 340 p. : $b ill., digital ; $c 24 cm.
505 0 $a Chapter 1 Introduction -- Chapter 2 Quantamental Analysis -- Chapter 3 Nonlinear Factor Effects on Returns -- Chapter 4 Nonlinear Alpha Modeling -- Chapter 5 Tail Portfolios -- Chapter 6 Nonlinear Investing: Japan Stock Selection Strategy -- Chapter 7 Nonlinear Investing: Currency -- Chapter 9 Nonlinear Investing: Commodity -- Index.
520 $a This book focuses on nonlinear investing with a quantamental approach. Pricing relationships in financial markets are often nonlinear, which raises serious questions for portfolio management: How can we characterize nonlinear patterns in asset pricing? Why do such nonlinear patterns occur and in what contexts? How can we know whether such relationships will persist in the future? And how much is the value added by a nonlinear over a linear model? These questions cannot be answered by piecing together fundamental prospects based on personal experience and preference, which can be biased, or by torturing the data to make it confess whatever we want (particularly big data, which allows more freedom for data mining). Rather, nonlinear investing should rely on both fundamental insights and quantitative analysis: the former ensures that similar nonlinear patterns will occur in the future and the latter validates the nonlinear pattern with historical data. In this way, quant marries fundamental: a quantamental approach! The book provides a systematic guide to conducting nonlinear investing through quantamental analysis. The author demonstrates how nonlinear investment strategies, achieving both depth and breadth, add significant value to portfolio performance for different asset classes. The primary audience for this book is senior professional investors and quant/fundamental investment shops who look for new ideas to enhance their existing products or develop new products. The book will also be helpful to finance faculty and graduate students who are interested in frontier industry practices.
650 0 $a Investments. $3 187451
650 0 $a Portfolio management. $3 186383
650 1 4 $a Statistics in Business, Management, Economics, Finance, Insurance. $3 913173
650 2 4 $a Data and Information Visualization. $3 913414
650 2 4 $a Multivariate Analysis. $3 239594
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-3-031-76305-2
950 $a Mathematics and Statistics (SpringerNature-11649)