Description: Please refer to the section BELOW (and NOT ABOVE) this line for the product details - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Title:Quantitative Equity Portfolio Management: Modern Techniques And ApplicationsISBN13:9781584885580ISBN10:1584885580Author:Qian, Edward E. (Author), Hua, Ronald H. (Author), Sorensen, Eric H. (Author)Description: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 Binding:Hardcover, HardcoverPublisher:CRC PressPublication Date:2007-04-01Weight:1.71 lbsDimensions:1.14'' H x 9.48'' L x 6.33'' WNumber of Pages:444Language:English
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Book Title: Quantitative Equity Portfolio Management: Modern Techniques ...
Item Length: 9.4in
Item Height: 1.2in
Item Width: 6.2in
Author: Ronald H. Hua, Edward E. Qian, Eric H. Sorensen
Publication Name: Quantitative Equity Portfolio Management : Modern Techniques and Applications
Format: Hardcover
Language: English
Publisher: CRC Press LLC
Publication Year: 2007
Series: Chapman and Hall/Crc Financial Mathematics Ser.
Type: Textbook
Item Weight: 26.5 Oz
Number of Pages: 464 Pages
