Quantitative Equity Portfolio Management, 2nd edit Format: Hardback

Chincarini

ISBN 10: 1264268920 / ISBN 13: 9781264268924

Editore: Mcgraw Hill Publishers, 2022

Brand New. Codice articolo 9781264268924

Riassunto:

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.

Informazioni sull?autore: McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide

Dati bibliografici

Titolo: Quantitative Equity Portfolio Management, ...
Casa editrice: Mcgraw Hill Publishers
Data di pubblicazione: 2022
Legatura: Rilegato
Condizione: New
Edizione: seconda edizione