skip to content
Quantitative equity portfolio management : an active approach to portfolio construction and management Preview this item
ClosePreview this item
Checking...

Quantitative equity portfolio management : an active approach to portfolio construction and management

Author: Ludwig B Chincarini; Daehwan Kim
Publisher: New York : McGraw-Hill, ©2006.
Series: McGraw-Hill library of investment and finance.
Edition/Format:   Print book : CD for computer : Program   Computer File : EnglishView all editions and formats
Summary:

Offers details for selecting and aggregating factors, building a risk model, and more.

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Material Type: Program, Internet resource
Document Type: Book, Computer File, Internet Resource
All Authors / Contributors: Ludwig B Chincarini; Daehwan Kim
ISBN: 0071459391 9780071459396
OCLC Number: 63660988
Notes: Series from jacket.
Description: xxvii, 658 pages : illustrations ; 24 cm + 1 CD-ROM (4 3/4 in.).
Contents: I. An overview of QEPM --
The Power of QEPM --
The Fundamentals of QEPM --
Basic QEPM Models --
II. Portfolio Construction and Maintenance --
Factors and Factor Choice --
Stock Screening and Ranking --
Fundamentals Factor Models --
Economic Factor Models --
Forecasting Factor Premiums and Exposures --
Portfolio Weights --
Rebalancing and Transactions Costs --
Tax Management --
III. Mojo --
Leverage --
Market Neutral --
Bayesian --
IV. Performance Analysis --
Perfomance Measurement and Attribution --
V. Practical Application --
The Backtesting Process --
The Portfilios' Performance --
Contents of CD --
Glossary --
Bibliography --
Index.
Series Title: McGraw-Hill library of investment and finance.
Responsibility: Ludwig B. Chincarini, Daehwan Kim.
More information:

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/63660988> # Quantitative equity portfolio management : an active approach to portfolio construction and management
    a schema:CreativeWork, schema:Book, bgn:CD ;
    library:oclcnum "63660988" ;
    library:placeOfPublication <http://dbpedia.org/resource/New_York_City> ; # New York
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nyu> ;
    rdfs:comment "Unknown 'gen' value: pgm" ;
    schema:about <http://experiment.worldcat.org/entity/work/data/794028209#Topic/portfoliomanagement> ; # Portfoliomanagement
    schema:about <http://experiment.worldcat.org/entity/work/data/794028209#Topic/finanzanalyse> ; # Finanzanalyse
    schema:about <http://id.worldcat.org/fast/978180> ; # Investment analysis
    schema:about <http://experiment.worldcat.org/entity/work/data/794028209#Topic/kwantitatieve_methoden> ; # Kwantitatieve methoden
    schema:about <http://id.worldcat.org/fast/1072072> ; # Portfolio management
    schema:about <http://experiment.worldcat.org/entity/work/data/794028209#Topic/portfolio_analyse> ; # Portfolio-analyse
    schema:about <http://dewey.info/class/332.6/e22/> ;
    schema:bookFormat bgn:PrintBook ;
    schema:contributor <http://viaf.org/viaf/38797617> ; # Daehwan Kim
    schema:copyrightYear "2006" ;
    schema:creator <http://viaf.org/viaf/14191339> ; # Ludwig B. Chincarini
    schema:datePublished "2006" ;
    schema:description "I. An overview of QEPM -- The Power of QEPM -- The Fundamentals of QEPM -- Basic QEPM Models -- II. Portfolio Construction and Maintenance -- Factors and Factor Choice -- Stock Screening and Ranking -- Fundamentals Factor Models -- Economic Factor Models -- Forecasting Factor Premiums and Exposures -- Portfolio Weights -- Rebalancing and Transactions Costs -- Tax Management -- III. Mojo -- Leverage -- Market Neutral -- Bayesian -- IV. Performance Analysis -- Perfomance Measurement and Attribution -- V. Practical Application -- The Backtesting Process -- The Portfilios' Performance -- Contents of CD -- Glossary -- Bibliography -- Index."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/794028209> ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/794028209#Series/mcgraw_hill_library_of_investment_&_finance> ; # [McGraw-Hill library of investment & finance]
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/794028209#Series/mcgraw_hill_library_of_investment_and_finance> ; # McGraw-Hill library of investment and finance.
    schema:name "Quantitative equity portfolio management : an active approach to portfolio construction and management"@en ;
    schema:productID "63660988" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/63660988#PublicationEvent/new_york_mcgraw_hill_2006> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/794028209#Agent/mcgraw_hill> ; # McGraw-Hill
    schema:url <http://catdir.loc.gov/catdir/enhancements/fy0705/2006041862-t.html> ;
    schema:workExample <http://worldcat.org/isbn/9780071459396> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/63660988> ;
    .


Related Entities

<http://dbpedia.org/resource/New_York_City> # New York
    a schema:Place ;
    schema:name "New York" ;
    .

<http://experiment.worldcat.org/entity/work/data/794028209#Series/mcgraw_hill_library_of_investment_&_finance> # [McGraw-Hill library of investment & finance]
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/63660988> ; # Quantitative equity portfolio management : an active approach to portfolio construction and management
    schema:name "[McGraw-Hill library of investment & finance]" ;
    .

<http://experiment.worldcat.org/entity/work/data/794028209#Series/mcgraw_hill_library_of_investment_and_finance> # McGraw-Hill library of investment and finance.
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/63660988> ; # Quantitative equity portfolio management : an active approach to portfolio construction and management
    schema:name "McGraw-Hill library of investment and finance." ;
    .

<http://experiment.worldcat.org/entity/work/data/794028209#Topic/kwantitatieve_methoden> # Kwantitatieve methoden
    a schema:Intangible ;
    schema:name "Kwantitatieve methoden"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/794028209#Topic/portfolio_analyse> # Portfolio-analyse
    a schema:Intangible ;
    schema:name "Portfolio-analyse"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/794028209#Topic/portfoliomanagement> # Portfoliomanagement
    a schema:Intangible ;
    schema:name "Portfoliomanagement"@en ;
    .

<http://id.worldcat.org/fast/1072072> # Portfolio management
    a schema:Intangible ;
    schema:name "Portfolio management"@en ;
    .

<http://id.worldcat.org/fast/978180> # Investment analysis
    a schema:Intangible ;
    schema:name "Investment analysis"@en ;
    .

<http://viaf.org/viaf/14191339> # Ludwig B. Chincarini
    a schema:Person ;
    schema:familyName "Chincarini" ;
    schema:givenName "Ludwig B." ;
    schema:name "Ludwig B. Chincarini" ;
    .

<http://viaf.org/viaf/38797617> # Daehwan Kim
    a schema:Person ;
    schema:familyName "Kim" ;
    schema:givenName "Daehwan" ;
    schema:name "Daehwan Kim" ;
    .

<http://worldcat.org/isbn/9780071459396>
    a schema:ProductModel ;
    schema:isbn "0071459391" ;
    schema:isbn "9780071459396" ;
    .

<http://www.worldcat.org/title/-/oclc/63660988>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
    schema:about <http://www.worldcat.org/oclc/63660988> ; # Quantitative equity portfolio management : an active approach to portfolio construction and management
    schema:dateModified "2018-09-23" ;
    void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.