Description: Further DetailsTitle: Quantitative Equity Portfolio ManagementCondition: NewSubtitle: Modern Techniques and ApplicationsEAN: 9781584885580ISBN: 9781584885580Publisher: Chapman & Hall/CRCFormat: HardbackRelease Date: 05/11/2007Description: Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. 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. Providing a solid foundation in the subject, Quantitative Equity Portfolio Management: Modern Techniques and Applications presents a self-contained overview and a detailed mathematical treatment of various topics.From the theoretical basis of behavior finance to recently developed techniques, the authors review quantitative investment strategies and factors that are commonly used in practice, including value, momentum, and quality, accompanied by their academic origins. They present advanced techniques and applications in return forecasting models, risk management, portfolio construction, and portfolio implementation that include examples such as optimal multi-factor models, contextual and nonlinear models, factor timing techniques, portfolio turnover control, Monte Carlo valuation of firm values, and optimal trading. In many cases, the text frames related problems in mathematical terms and illustrates the mathematical concepts and solutions with numerical and empirical examples. Ideal for students in computational and quantitative finance programs, Quantitative Equity Portfolio Management serves as a guide to combat many common modeling issues and provides a rich understanding of portfolio management using mathematical analysis.Language: EnglishCountry/Region of Manufacture: USItem Height: 234mmItem Length: 156mmItem Weight: 1020gAuthor: Edward E. Qian, Ronald H. Hua, Eric H. SorensenGenre: Business & FinanceBook Series: Chapman and Hall/CRC Financial Mathematics SeriesRelease Year: 2007 Missing Information?Please contact us if any details are missing and where possible we will add the information to our listing.
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Book Title: Quantitative Equity Portfolio Management
Title: Quantitative Equity Portfolio Management
Subtitle: Modern Techniques and Applications
EAN: 9781584885580
ISBN: 9781584885580
Release Date: 05/11/2007
Release Year: 2007
Country/Region of Manufacture: US
Genre: Business & Finance
Number of Pages: 464 Pages
Language: English
Publication Name: Quantitative Equity Portfolio Management : Modern Techniques and Applications
Publisher: CRC Press LLC
Subject: Investments & Securities / Portfolio Management, Finance / General, Probability & Statistics / General, General
Item Height: 1.2 in
Publication Year: 2007
Type: Textbook
Item Weight: 26.5 Oz
Subject Area: Mathematics, Business & Economics
Item Length: 9.4 in
Author: Ronald H. Hua, Edward E. Qian, Eric H. Sorensen
Item Width: 6.2 in
Series: Chapman and Hall/Crc Financial Mathematics Ser.
Format: Hardcover
