Quantitative equity portfolio management sets a new standard for comprehensive assessments of quantitative techniques. The authors experience as practitioners brings to light critical issues of implementation, such as transaction costs and turnover, which have not previously achieved sufficient attention. This book is a must have for quantitative equity managers and it. Quantitative equity portfolio management brings the orderly structure of fundamental asset management to the oftenchaotic world of active equity management. 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. Quantitative equity portfolio management by qian, edward e. Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting. Quantitative equity portfolio management mcgrawhill. Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. This acclaimed book by ludwig chincarini is available at in several formats for your ereader. While many texts are devoted to these disciplines, few deal with quantitative equity investing in a systematic and mathematical framework that is suitable for quantitative investment students. Straightforward and accessible, it provides you with nutsandbolts details for selecting and aggregating factors, building a risk model, and much more. Modern techniques and applications chapman and hallcrc financial mathematics series ebook.
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