Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management by Chincarini, Ludwig
Roll over image to zoom in Click on image to zoom
Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management by Chincarini, Ludwig

Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management

McGraw-Hill Companies
Price:
$93.50

Description

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.



Author: Ludwig Chincarini, Daehwan Kim
Publisher: McGraw-Hill Companies
Published: 11/01/2022
Pages: 800
Binding Type: Hardcover
Weight: 2.38lbs
Size: 9.13h x 6.22w x 1.42d
ISBN13: 9781264268924
ISBN10: 1264268920
BISAC Categories:
- Business & Economics | Investments & Securities | Portfolio Management
- Business & Economics | Finance | Financial Risk Management
- Business & Economics | Investments & Securities | Stocks