Construct and manage a high-performance equity portfolio using today’s most powerful quantitative methods
The classic guide, Quantitative Equity Portfolio Management, 2nd Edition (ePub/PDF) that taught a generation of investors how to build high-yield quant portfolios, Quantitative Equity Portfolio Management, 2E, has been fully updated with new data, information, research, and insights, along with the latest, most powerful quantitative tools and methods.
Renowned quant experts Ludwig Chincarini and Daehwan Kim walk you through the foundational principles of active quantitative management and explain how to build an equity portfolio using those powerful concepts. They explain all the topics you need to know clearly—from basic models, factors and factor choice, stock screening and ranking to fundamental factor models, economic factor models, and forecasting factor premiums and exposures. Inside, you’ll find:
- Illustrative financial examples and case studies
- Techniques for creating a professionally managed portfolio
- A practical melding of financial theory with real-world practice
- Proven methodology for creating an equity portfolio that maximizes returns and minimizes risks
Every chapter has accompanying practical problems with solutions and labs using accurate online data. In addition, the ebook has online appendices covering a brief history of financial theory, fundamental models of stock returns, a basic review of mathematical and statistical concepts, an entertaining explanation and quantitative approach to the casino game of craps, and other on-target supplemental materials. Quantitative Equity Portfolio Management delivers everything you need to build a solid equity portfolio for your clients.
978-1264268924, 978-1264268931
NOTE: This sale only includes the ebook Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management, 2nd Edition, in ePub. A converted PDF is available on request. No access codes are included.
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