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雷达卡
Finance and Economics Massachusetts Institute of Technology
Textbook:Quantitative Equity Portfolio Management_ An Active Approach to Portfolio Construction and Management, 2nd Edition
Author(s): Ludwig B. Chincarini
Description:
This course presnts 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.
Quantitative Equity Portfolio Management_ An Active Approach to Portfolio Constr.pdf
(66.07 MB, 需要: RMB 19 元)
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