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Document Type: | Book |
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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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