Description: Quantitative Equity Portfolio Management : Modern Techniques and Applications, Hardcover by Qian, Edward E.; Hua, Ronald H.; Sorensen, Eric H., ISBN 1584885580, ISBN-13 9781584885580, Brand New, Free shipping in the US This is the first full-length treatment of equity portfolio management for both professionals and students to take financial economics, accounting, mathematics and operational research into account to create a systematic and mathematical framework. It introduces the beliefs, risks and processes of equity portfolio management, then covers portfolio theory, risk models and analysis, the evaluation of alpha factors, quantitative factors, valuation techniques and creation of value, multifactor alpha models, portfolio turnover and the optimal alpha model, advanced modeling, factor timing models, portfolio constraints and information ratios, transaction costs and portfolio implementation. The result is a thorough but accessible treatment that serves as a reference as well as a classroom text. Annotation ©2007 Book News, Inc., Portland, OR ()
Price: 189.66 USD
Location: Jessup, Maryland
End Time: 2024-11-04T23:21:36.000Z
Shipping Cost: 0 USD
Product Images
Item Specifics
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 14 Days
Refund will be given as: Money Back
Return policy details:
Book Title: Quantitative Equity Portfolio Management : Modern Techniques and
Author: Qian, Edward E.; Hua, Ronald H.; Sorensen, Eric H.
Language: english
