Quantitative Equity Portfolio Management

Quantitative Equity Portfolio Management

Author: Ludwig B Chincarini

Publisher: McGraw Hill Professional

ISBN: 0071492380

Category: Business & Economics

Page: 658

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Quantitative Equity Portfolio Management brings the orderly structure of fundamental asset management to the often-chaotic world of active equity management. Straightforward and accessible, it provides you with nuts-and-bolts details for selecting and aggregating factors, building a risk model, and much more.
Quantitative Equity Portfolio Management
Language: en
Pages: 658
Authors: Ludwig B Chincarini, Daehwan Kim
Categories: Business & Economics
Type: BOOK - Published: 2010-08-18 - Publisher: McGraw Hill Professional

Quantitative Equity Portfolio Management brings the orderly structure of fundamental asset management to the often-chaotic world of active equity management. Straightforward and accessible, it provides you with nuts-and-bolts details for selecting and aggregating factors, building a risk model, and much more.
The Crisis of Crowding
Language: en
Pages: 512
Authors: Ludwig B. Chincarini
Categories: Business & Economics
Type: BOOK - Published: 2012-07-30 - Publisher: John Wiley & Sons

A rare analytical look at the financial crisis using simple analysis The economic crisis that began in 2008 revealed the numerous problems in our financial system, from the way mortgage loans were produced to the way Wall Street banks leveraged themselves. Curiously enough, however, most of the reasons for the
The Crisis of Crowding
Language: en
Pages: 512
Authors: Ludwig B. Chincarini
Categories: Business & Economics
Type: BOOK - Published: 2012-07-31 - Publisher: John Wiley & Sons

A rare analytical look at the financial crisis using simple analysis The economic crisis that began in 2008 revealed the numerous problems in our financial system, from the way mortgage loans were produced to the way Wall Street banks leveraged themselves. Curiously enough, however, most of the reasons for the
Quantitative Equity Portfolio Management
Language: en
Pages: 658
Authors: Ludwig B. Chincarini, Daehwan Kim
Categories: Investment analysis
Type: BOOK - Published: 2006 - Publisher:

With quantitative investment strategies gaining in popularity, a new breed of investment professional is devising increasingly successful strategies to exploit market anomalies. Quantitative Equity Portfolio Management: Modern Techniques and Applications provides a self-contained review of quantitative investment strategies and theoretical explanations behind market inefficiencies. It discusses the return forecasting and
Investment Risk Management
Language: en
Pages: 672
Authors: H. Kent Baker, Greg Filbeck
Categories: Business & Economics
Type: BOOK - Published: 2015 - Publisher: Oxford University Press, USA

All investments carry with them some degree of risk. In the financial world, individuals, professional money managers, financial institutions and many others encounter and must deal with risk. The main purpose of 'Investment Risk Management' is to provide an overview of developments in risk management and a synthesis of research