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Quantitative Equity Portfolio Management

- Modern Techniques and Applications

Bag om Quantitative Equity Portfolio Management

Reviews quantitative investment strategies and factors that are commonly used in practice, including value, momentum, and quality, accompanied by their academic origins. This work presents advanced techniques and applications in return forecasting models, risk management, portfolio construction, and portfolio implementation.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781584885580
  • Indbinding:
  • Hardback
  • Sideantal:
  • 464
  • Udgivet:
  • 11. Maj 2007
  • Størrelse:
  • 166x244x28 mm.
  • Vægt:
  • 790 g.
  • 8-11 hverdage.
  • 4. Oktober 2024
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- 20 timers lytning og læsning
- Adgang til 70.000+ titler
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Beskrivelse af Quantitative Equity Portfolio Management

Reviews quantitative investment strategies and factors that are commonly used in practice, including value, momentum, and quality, accompanied by their academic origins. This work presents advanced techniques and applications in return forecasting models, risk management, portfolio construction, and portfolio implementation.

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