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, <STRONG>Quantitative Equity Portfolio Management: Modern Techniques and Applications</STRONG> presents a self-contained overview and a detailed mathematical treatment of various topics.<BR><BR>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 construct
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<P>The goal of <I>Portfolio Rebalancing</I> is to provide mathematical and empirical analysis of the effects of portfolio rebalancing on portfolio returns and risks. The mathematical analysis answers the question of when and why fixed-weight...
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A proven index-beating approach that covers both the basic principles and foundations, as well as the practical details, of the process of active investment management.
kr 1061.00
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