Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management
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Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management by Ludwig Chincarini
Construct and manage a high-performance equity portfolio using today's most powerful quantitative methods The classic guide that taught a generation of investors how to build high-yield quant portfolios, Quantitative Equity Portfolio Management has been fully updated with new data, research, information, 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 quantitative active management and explain how to build an equity portfolio using those powerful concepts. They provide clear explanations of all the topics you need to know—from basic models, factors and factor choice, and stock screening and ranking to fundamental factor models, economic factor models, and forecasting factor premiums and exposures. Inside, you’ll find: Proven methodology for creating an equity portfolio that maximizes returns and minimizes risks Techniques for to create a professionally managed portfolio Practical melding of financial theory with real-world practice Illustrative financial examples and case studies Every chapter has accompanying practical problems with solutions and labs using real data available online. In addition, the book as a whole 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.
McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide
| SKU | Unavailable |
| ISBN 13 | 9781264268924 |
| ISBN 10 | 1264268920 |
| Title | Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management |
| Author | Ludwig Chincarini |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | McGraw-Hill Education |
| Year published | 2022-11-23 |
| Number of pages | 800 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |