Quantitative equity portfolio management : an active approach to portfolio construction and management (Book, 2008) [WorldCat.org]
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Quantitative equity portfolio management : an active approach to portfolio construction and management
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Quantitative equity portfolio management : an active approach to portfolio construction and management

Author: Ludwig B Chincarini; Daehwan Kim
Publisher: New York : McGraw-Hill, 2008.
Edition/Format:   Print book : English : [Repr.]View all editions and formats
Summary:

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

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Document Type: Book
All Authors / Contributors: Ludwig B Chincarini; Daehwan Kim
ISBN: 0071459391 9780071459396
OCLC Number: 698820260
Description: XXVII, 658 Seiten : Illustrationen, Diagramme + 1 CD-ROM
Contents: I An overview of QEPM 1. the Power of QEPM 2. The Fundamentals of QEPM 3. Basic QEPM Models II Portfolio Construction and Maintenance 4. Factors and Factor Choice 5. Stock Screening and Ranking 6. Fundamentals Factor Models 7. Economic Factor Models 8. Forecasting Factor Premiums and Exposures 9. Portfolio Weights 10. Rebalancing and Transactions Costs 11. Tax Management III Mojo 12. Leverage 13. Market Neutral 14. Bayesian IV Performance Analysis 15. Perfomance Measurement and Attribution V Practical Application 16. The Backtesting Process 17. The Portfilios' Performance Contents of CD Glossary Bibliography Index
Responsibility: Ludwig B. Chincarini ; Daehwan Kim.

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