Learn how to construct and effectively manage a high-performance equity portfolio using the latest quantitative methods with the updated edition of “Quantitative Equity Portfolio Management” (2nd Edition). This guide, available in ePub and PDF formats, provides valuable insights, research, and tools for building successful quant portfolios.
Authors Ludwig Chincarini and Daehwan Kim, renowned experts in the field of quantitative finance, thoroughly explain the fundamental principles of active quantitative management. They guide readers through the process of building an equity portfolio using powerful concepts such as basic models, factor selection, stock screening and ranking, fundamental factor models, economic factor models, and forecasting factor premiums and exposures.
This comprehensive resource features illustrative financial examples and case studies, empowering readers to create a professionally managed portfolio. It combines financial theory with real-world practice, offering a practical approach to portfolio construction that maximizes returns while minimizing risks.
Each chapter includes practical problems with solutions and labs that utilize accurate online data. Additionally, the eBook includes online appendices that cover various topics, such as the history of financial theory, fundamental models of stock returns, a review of mathematical and statistical concepts, an entertaining explanation and quantitative approach to the casino game of craps, and other relevant supplementary materials.
“Quantitative Equity Portfolio Management” provides all the necessary tools and knowledge to build a solid equity portfolio for clients. It is an essential resource for investors and finance professionals alike.
ISBN: 978-1264268924, 978-1264268931
NOTE: This sale only includes the eBook titled “Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management, 2nd Edition” in ePub format. A converted PDF version is available upon request. Access codes are not included.