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 ...
Read More
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: A complete, easy-to-apply methodology for creating an equity portfolio that maximizes returns and minimizes risks The latest techniques for building optimization into a professionally managed portfolio An accompanying CD with a wide range of practical exercises and solutions using actual historical stock data An excellent melding of financial theory with real-world practice A wealth of down-to-earth financial examples and case studies 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 cl
Read Less
Add this copy of Quantitative Equity Portfolio Management: an Active to cart. $19.78, very good condition, Sold by ThriftBooks-Dallas rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2006 by McGraw-Hill Education.
Add this copy of Quantitative Equity Portfolio Management: an Active to cart. $19.78, good condition, Sold by ThriftBooks-Dallas rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2006 by McGraw-Hill Education.
Add this copy of Quantitative Equity Portfolio Management: an Active to cart. $19.78, very good condition, Sold by ThriftBooks-Baltimore rated 4.0 out of 5 stars, ships from Halethorpe, MD, UNITED STATES, published 2006 by McGraw-Hill Education.
Add this copy of Quantitative Equity Portfolio Management: an Active to cart. $19.79, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2006 by McGraw-Hill Education.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Quantitative Equity Portfolio Management: an Active to cart. $19.79, fair condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2006 by McGraw-Hill Education.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fair. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Quantitative Equity Portfolio Management: an Active to cart. $23.78, good condition, Sold by Goodwill of Silicon Valley rated 5.0 out of 5 stars, ships from San Jose, CA, UNITED STATES, published 2006 by McGraw-Hill Education.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Supports Goodwill of Silicon Valley job training programs. The cover and pages are in Good condition! Any other included accessories are also in Good condition showing use. Use can included some highlighting and writing page and cover creases as well as other types visible wear.
Add this copy of Quantitative Equity Portfolio Management: an Active to cart. $32.06, good condition, Sold by SurplusTextSeller rated 5.0 out of 5 stars, ships from Columbia, MO, UNITED STATES, published 2006 by McGraw-Hill Education.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).
Add this copy of Quantitative Equity Portfolio Management: An Active to cart. $38.86, good condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2006 by McGraw-Hill Education.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. McGraw-Hill Library of Investment and Finance. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.
Add this copy of Quantitative Equity Portfolio Management: an Active to cart. $52.18, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2006 by McGraw-Hill Education.