Quantitative Equity Portfolio Management
eBook - PDF

Quantitative Equity Portfolio Management

Modern Techniques and Applications

  1. 464 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Quantitative Equity Portfolio Management

Modern Techniques and Applications

About this book

Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. While many texts are devoted to these disciplines, few deal with quantitative equity investing in a systematic and mathematical framework that is suitable for

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Yes, you can access Quantitative Equity Portfolio Management by Edward E. Qian,Ronald H. Hua,Eric H. Sorensen in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.

Information

Year
2007
eBook ISBN
9781420010794
Edition
1
Subtopic
Finance

Table of contents

  1. Front cover
  2. Contents
  3. Preface
  4. Abstract
  5. About the Authors
  6. CHAPTER 1. Introduction: Beliefs, Risk, and Process
  7. Part I
  8. CHAPTER 2. Portfolio Theory
  9. CHAPTER 3. Risk Models and Risk Analysis
  10. Part II
  11. CHAPTER 4. Evaluation of Alpha Factors
  12. CHAPTER 5. Quantitative Factors
  13. CHAPTER 6. Valuation Techniques and Value Creation
  14. CHAPTER 7. Multifactor Alpha Models
  15. Part III
  16. CHAPTER 8. Portfolio Turnover and Optimal Alpha Model
  17. CHAPTER 9. Advanced Alpha Modeling Techniques
  18. CHAPTER 10. Factor Timing Models
  19. CHAPTER 11. Portfolio Constraints and Information Ratio
  20. CHAPTER 12. Transaction Cost and Portfolio Implementation
  21. Index
  22. Back cover