Description
Construct and manage a high-performance equity portfolio utilizing today’s most advanced quantitative techniques.
The newly revised classic guide, Quantitative Equity Portfolio Management, 2nd Edition (ePub/PDF), has long been a cornerstone for investors aiming to create high-yield quantitative portfolios. This iteration is now refreshed with cutting-edge data, insights, and research, paired with the latest potent quantitative methodologies.
Authored by renowned experts in the field, Ludwig Chincarini and Daehwan Kim, this comprehensive resource takes you through the essential tenets of active quantitative management, equipping you with the skills necessary to construct a robust equity portfolio. The authors lay out vital concepts clearly, encompassing everything from fundamental models and factor selection to stock screening, ranking methodologies, and in-depth analysis of both economic and fundamental factor frameworks, as well as forecasting factor premiums and exposures. Inside, you will discover:
- Practical financial scenarios and enlightening case studies
- Strategies for curating a professionally managed portfolio
- A seamless integration of financial theory with real-world applications
- Proven approaches to developing an equity portfolio that aims to enhance returns while mitigating risks
Each chapter comes equipped with practical exercises featuring solutions and hands-on labs using accurate online data sources. Additionally, the ebook includes online appendices that present a brief history of financial theory, fundamental stock return models, a concise overview of essential mathematical and statistical principles, and a captivating, quantitative exploration of the casino game of craps, alongside other relevant supplemental materials. Quantitative Equity Portfolio Management is your ultimate guide to compiling a resilient equity portfolio tailored to meet your clients’ objectives.
978-1264268931, 978-1264268924
NOTE: This purchase exclusively includes the ebook Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management, 2nd Edition in ePub format. A converted PDF can be provided upon request. No access codes are included.
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