In the name of of Allah the Merciful

Quantitative Equity Portfolio Management

An Active Approach to Portfolio Construction and Management 2nd Edition , Ludwig B. Chincarini, 9781264268931, 1264268939, 9781264268924, 1264268920, 978-1264268931, 978-1264268924

80,000 Toman
The desired product is not available.

English | 2023 | EPUB, Converted PDF

تعداد
نوع
  • {{value}}
کمی صبر کنید...

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.