Quantitative Equity Portfolio Management

Quantitative Equity Portfolio Management

Author: Ludwig B Chincarini

Publisher: McGraw Hill Professional

ISBN: 0071492380

Category: Business & Economics

Page: 658

View: 421

Download Now →

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 Portfolio Management
Language: en
Pages: 205
Authors: Pierre Brugière
Categories: Mathematics
Type: BOOK - Published: 2020-03-28 - Publisher: Springer Nature

This self-contained book presents the main techniques of quantitative portfolio management and associated statistical methods in a very didactic and structured way, in a minimum number of pages. The concepts of investment portfolios, self-financing portfolios and absence of arbitrage opportunities are extensively used and enable the translation of all the
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.
Quantitative Portfolio Management
Language: en
Pages: 304
Authors: Michael Isichenko
Categories: Business & Economics
Type: BOOK - Published: 2021-08-31 - Publisher: John Wiley & Sons

Discover foundational and advanced techniques in quantitative equity trading from a veteran insider In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial
The Oxford Handbook of Quantitative Asset Management
Language: en
Pages: 501
Authors: Bernd Scherer
Categories: Business & Economics
Type: BOOK - Published: 2012 - Publisher: Oxford University Press

This book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk
Language: en
Pages: 596
Authors: Richard C. Grinold, Ronald N. Kahn
Categories: Business & Economics
Type: BOOK - Published: 1999-11-16 - Publisher: McGraw Hill Professional

"This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help investment professionals." -William E. Jacques, Partner and Chief Investment Officer, Martingale Asset Management. "Active Portfolio Management offers investors an opportunity to better understand the balance between