Quantmare, August 2007 [electronic resource] / Eoin Murray.
Material type: FilmSeries: Henry Stewart talksBusiness & management collection. Quantitative financial risk management: Publisher: London : Henry Stewart Talks, 2010Description: 1 online resource (1 streaming video file (18 min.) : color, sound)Subject(s): Financial risk management | Investment analysisOnline resources: Click here to access online | SeriesAnimated audio-visual presentation with synchronized narration.
Title from title frames.
Contents: Quantitative investing -- Equity market neutral -- Quantmare -- August 2007 -- Factor models -- Credit crisis -- Volatility -- Liquidity -- Overcrowded trades -- Leverage -- Correlation -- Value investing -- Risk models -- Factor rotation -- Regime switching -- Correlations and copulas -- Systematic strategies.
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Mode of access: World Wide Web.