Quantitative Equity Portfolio Management, Second Edition读书介绍

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.

Ludwig B. Chincarini, CFA, PhD, is professor of Finance in the School of Management at the University of San Francisco and Director of Quantitative Strategies for United States Commodity Fund Investments. As a member of the academic council of Index IQ, he was instrumental in creating and developing some of the newest alternative ETFs. Chincarini was on the academic council of ...

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