Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series)

3.5
ISBN-13: 9781584885580
ISBN-10: 1584885580
Edition: 1
Author: Edward E. Qian, Ronald H. Hua, Eric H. Sorensen
Publication date: 2007
Publisher: Chapman and Hall/CRC
Format: Hardcover 464 pages
FREE shipping on ALL orders

Book details

ISBN-13: 9781584885580
ISBN-10: 1584885580
Edition: 1
Author: Edward E. Qian, Ronald H. Hua, Eric H. Sorensen
Publication date: 2007
Publisher: Chapman and Hall/CRC
Format: Hardcover 464 pages

Summary

Acknowledged authors Edward E. Qian , Ronald H. Hua , Eric H. Sorensen wrote Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series) comprising 464 pages back in 2007. Textbook and eTextbook are published under ISBN 1584885580 and 9781584885580. Since then Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series) textbook received total rating of 3.5 stars and was available to sell back to BooksRun online for the top buyback price of $ 19.48 or rent at the marketplace.

Description

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, Quantitative Equity Portfolio Management: Modern Techniques and Applications presents a self-contained overview and a detailed mathematical treatment of various topics.

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 construction, and portfolio implementation that include examples such as optimal multi-factor models, contextual and nonlinear models, factor timing techniques, portfolio turnover control, Monte Carlo valuation of firm values, and optimal trading. In many cases, the text frames related problems in mathematical terms and illustrates the mathematical concepts and solutions with numerical and empirical examples.

Ideal for students in computational and quantitative finance programs, Quantitative Equity Portfolio Management serves as a guide to combat many common modeling issues and provides a rich understanding of portfolio management using mathematical analysis.

Rate this book Rate this book

We would LOVE it if you could help us and other readers by reviewing the book