Fee Download Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment an
You might not need to be uncertainty concerning this Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An It is simple means to obtain this book Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An You can merely go to the set with the web link that we supply. Below, you can acquire the book Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An by on the internet. By downloading Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An, you can discover the soft data of this publication. This is the local time for you to start reading. Also this is not published publication Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An; it will exactly give more benefits. Why? You may not bring the printed publication Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An or stack guide in your property or the workplace.
Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment an
Fee Download Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment an
Why must choose the trouble one if there is simple? Obtain the profit by buying guide Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An here. You will certainly get various means making an offer and obtain the book Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An As understood, nowadays. Soft file of guides Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An end up being very popular amongst the readers. Are you among them? And below, we are offering you the extra collection of ours, the Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An.
Often, checking out Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An is extremely monotonous and it will certainly take long period of time starting from obtaining the book and start reading. Nevertheless, in modern-day age, you could take the developing innovation by making use of the web. By net, you can visit this web page as well as start to hunt for guide Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An that is required. Wondering this Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An is the one that you need, you can opt for downloading. Have you comprehended the best ways to get it?
After downloading the soft documents of this Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An, you could start to review it. Yeah, this is so enjoyable while someone must review by taking their large publications; you are in your brand-new means by just manage your gizmo. Or even you are operating in the office; you could still use the computer to read Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An fully. Obviously, it will not obligate you to take numerous pages. Simply page by web page depending upon the time that you need to check out Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An
After understanding this extremely easy way to check out and get this Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An, why don't you tell to others about this way? You can tell others to see this internet site and also go with browsing them preferred publications Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An As recognized, below are great deals of listings that provide numerous type of publications to collect. Simply prepare couple of time as well as net connections to get guides. You can really appreciate the life by reviewing Quantitative Equity Portfolio Management: An Active Approach To Portfolio Construction And Management (McGraw-Hill Library Of Investment An in a really straightforward manner.
Praise for Quantitative Equity Portfolio Management
“A must-have reference for any equity portfolio manager or MBA student, this book is a comprehensive guide to all aspects of equity portfolio management, from factor models to tax management.” ERIC ROSENFELD, Principal & Co-founder of JWM Partners
“This is an ambitious book that both develops the broad range of artillery employed in quantitative equity investment management and provides the reader with a host of relevant practical examples. The book excels in melding theory with practice.” STEPHEN A. ROSS, Franco Modigliani Professor of Financial Economics, Massachusetts Institute of Technology
“The book is very comprehensive in its coverage, detailed in its discussions and written from a practical perspective without sacrificing needed rigor.” DAVID BLITZER, Managing Director and Chairman, Standard & Poor's Index Committee
“Making the transition from the walls of academia to Wall Street has traditionally been a difficult task…This book provides this link in a successful and engaging fashion, giving students of finance a road map for the application of financial theories in a real-world setting.” MARK HOLOWESKO, CEO and Founder, Templeton Capital Advisors
“This text provides an excellent synthesis of a broad range of quantitative portfolio management methods…In addition, there are a number of insightful innovations that extend and improve current techniques.” DAN DIBARTOLOMEO, President and Founder, Northfield Information Services, Inc.
Capitalize on Today's Most Powerful Quantitative Methods to Construct and Manage a High-Performance Equity Portfolio
Quantitative Equity Portfolio Management is a comprehensive guide to the entire process of constructing and managing a high-yield quantitative equity portfolio. This detailed handbook begins with the basic principles of quantitative active management and then clearly outlines how to build an equity portfolio using those powerful concepts.
Financial experts Ludwig Chincarini and Daehwan Kim provide clear explanations of topics ranging 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.
Readers will also find step-by-step coverage of portfolio weights… rebalancing and transaction costs…tax management…leverage…market neutral…Bayesian _…performance measurement and attribution…the back testing process…and portfolio performance.
Filled with proven investment strategies and tools for developing new ones, Quantitative Equity Portfolio Management features:
Each chapter of this all-in-one portfolio management resource contains an appendix with valuable figures, tables, equations, mathematical solutions, and formulas. In addition, the book as a whole has 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.
An essential reference for professional money managers and students taking advanced investment courses, Quantitative Equity Portfolio Management offers a full array of methods for effectively developing high-performance equity portfolios that deliver lucrative returns for clients.
About the Authors
Ludwig B. Chincarini, Ph.D., CFA, is a professor of finance at the University of San Francisco and on the academic board of IndexIQ. Previously, he was director of research at Rydex Global Advisors, the index mutual fund company. Prior to that, Dr. Chincarini was director of research at FOLIOfn, a brokerage firm that pioneered basket trading. He also worked at the Bank for International Settlements and holds a Ph.D. in economics from the Massachusetts Institute of Technology.
Daehwan Kim, Ph.D., is a professor of economics at the American University in Bulgaria. Previously, he was employed as a financial economist for FOLIOfn. Dr. Kim also worked as a financial journalist, writing regular columns on financial markets for business media in Asia. He also holds a Ph.D. in economics from Harvard University.
- Sales Rank: #96274 in Books
- Published on: 2006-08-17
- Original language: English
- Number of items: 1
- Dimensions: 10.80" h x 1.60" w x 5.10" l, 2.46 pounds
- Binding: Hardcover
- 658 pages
From the Back Cover
[Back Cover Copy]
Finance and Investing
Capitalize on Today's Most Powerful Quantitative Methodsto Construct and Manage a High-Performance Equity Portfolio!
Praise for Quantitative Equity Portfolio Management
"A must-have reference for any equity portfolio manager or MBA student, this book is a comprehensive guide to all aspects of equity portfolio management, from factor models to tax management."ERIC ROSENFELD, Principal & Co-founder of JWM Partners
"This is an ambitious book that both develops the broad range of artillery employed in quantitative equity investment management and provides the reader with a host of relevant practical examples. The book excels in melding theory with practice."_STEPHEN A. ROSS, Franco Modigliani Professor of Financial Economics, Massachusetts Institute of Technology
"The book is very comprehensive in its coverage, detailed in its discussions and written from a practical perspective without sacrificing needed rigor."_DAVID BLITZER, Managing Director and Chairman, Standard & Poor's Index Committee
"Making the transition from the walls of academia to Wall Street has traditionally been a difficult task...This book provides this link in a successful and engaging fashion, giving students of finance a road map for the application of financial theories in a real-world setting."_MARK HOLOWESKO, CEO and Founder, Templeton Capital Advisors
"This text provides an excellent synthesis of a broad range of quantitative portfolio management methods...In addition, there are a number of insightful innovations that extend and improve current techniques."_DAN DIBARTOLOMEO, President and Founder, Northfield Information Services, Inc.
[Flap Copy
Quantitative Equity Portfolio Management is a comprehensive guide to the entire process of constructing and managing a high-yield quantitative equity portfolio. This detailed handbook begins with the basic principles of quantitative active management and then clearly outlines how to build an equity portfolio using those powerful concepts.
Financial experts Ludwig Chincarini and Daehwan Kim provide clear explanations of topics ranging 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.
Readers will also find step-by-step coverage of portfolio weights... rebalancing and transaction costs...tax management...leverage...market neutral...Bayesian _...performance measurement and attribution...the back testing process...and portfolio performance.
Filled with proven investment strategies and tools for developing new ones, Quantitative Equity Portfolio Management features:
An essential reference for professional money managers and students taking advanced investment courses, Quantitative Equity Portfolio Management offers a full array of methods for effectively developing high-performance equity portfolios that deliver lucrative returns for clients.
About the Authors
Ludwig B. Chincarini, Ph.D., CFA, is a professor of finance at the University of San Francisco and Director of Quantitative Strategies at United States Commodity Funds.� He was previously on the academic board of IndexIQ� and Future Advisor, Director of Research at Rydex Global Advisors (now Guggenheim),�Director of Research at FOLIOfn, a brokerage firm that pioneered basket trading, and analyst and portfolio manager at the BIS.� He holds a Ph.D. in economics from the Massachusetts Institute of Technology.�
Daehwan Kim, Ph.D., is a professor of economics at the American University in Bulgaria. Previously, he was employed as a financial economist for FOLIOfn. Dr. Kim also worked as a financial journalist, writing regular columns on financial markets for business media in Asia. He also holds a Ph.D. in economics from Harvard University.
About the Author
Ludwig B. Chincarini, CFA, is a professor of finance at the University of San Francisco and Director of Quantitative Strategies at United States Commodity Funds.
Daehwan Kim, Ph.D., is a finance professor at Konkuk University.
Most helpful customer reviews
19 of 20 people found the following review helpful.
*The* book on factor models
By Dimitri Shvorob
Should you buy this book if you already have Grinold and Kahn? Yes, if you are interested in factor models of equity returns: about 200 pages of CK are devoted to them, compared to a few in GK. If you are not, I would still recommend the purchase, but expect CK's stay on your bookshelf to be brief - enough time to read through, and spot things not found in GK, such as discussion of leverage and tax management. Finally, if you do not have Grinold and Kahn, read this book as as a warm-up, but do graduate to the GK tome. Alas, this, too, is a book for MBAs: it does not reflect state-of-the-art, and shies away from math or statistics.
28 of 32 people found the following review helpful.
A practical entry-level quant equity portfolio management book
By Yin Luo
This is a very practical entry-level quant equity portfolio management book (more practical and easier than Grinold & Kahn's book). It's a good place to start if you are interested in building quant models to manage equity portfolios. The book started from the beginning (e.g., how to pick factors), to how to build models to forecast returns, risk, and how to run optimization. This book didn't get into enough details about econometrics, database management, optimization, and programming, which are all essential to build a robust quant model. The authors mentioned pooled time-series cross-sectional econometric models, but didn't go beyond the surface. Overall, it's a good introduction book, but could be better.
19 of 21 people found the following review helpful.
A very readable primer on quantiative equity portfolio management
By a quant
In my opinion, this book should be on the bookshelf of every quantitative equity portfolio manager right next to his Grinold & Kahn. In addition to the basics, it covers a lot of the more practical aspects of quantitative euqity portfolio management compared to the Grinold & Kahn, but is not lacking any academic rigour. It is very readable and accessible for anyone with a professional finance background or interest.
Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment an PDF
Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment an EPub
Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment an Doc
Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment an iBooks
Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment an rtf
Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment an Mobipocket
Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment an Kindle
Tidak ada komentar:
Posting Komentar