Download Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment and Finance) PDF EPUB
Author: Ludwig B. Chincarini
Pages: 658
Size: 3.430,90 Kb
Publication Date: August 17,2006
Category: Library Management
Praise for Quantitative Equity Portfolio Administration
“A must-have reference for just about any equity portfolio supervisor or MBA college student, this publication is a thorough guide to all areas of equity portfolio administration, from factor versions to tax administration.” ERIC ROSENFELD, Principal & Co-founder of JWM Companions
“This can be an ambitious reserve that both develops the wide range of artillery used in quantitative equity expenditure management and the reader with a bunch of relevant practical good examples.
Readers may also find step-by-step insurance of portfolio weights… rebalancing and transaction costs…taxes management…leverage…marketplace neutral…Bayesian _…functionality measurement and attribution…the back testing procedure…and portfolio functionality.” STEPHEN A. ROSS, Franco Modigliani Professor of Financial Economics, Massachusetts Institute of Technology
“The publication is quite comprehensive in its insurance, comprehensive in its discussions and created from a useful perspective without sacrificing required rigor., CFA, is usually a professor of financing at the University of SAN FRANCISCO BAY AREA and on the educational plank of IndexIQ.” Tag HOLOWESKO, CEO and Founder, Templeton Capital Advisors
“This textual content provides an exceptional synthesis of a wide selection of quantitative portfolio administration strategies…In addition, there are numerous of insightful innovations that extend and improve current methods.” DAN DIBARTOLOMEO, President and Founder, Northfield Info Providers, Inc.
Daehwan Kim, Ph. This detailed handbook starts with the essential principles of quantitative energetic management and clearly outlines developing an collateral portfolio using those effective concepts.
Financial specialists Ludwig Chincarini and Daehwan Kim offer very clear explanations of topics which range from basic models, elements and aspect choice, and share screening and rank…to fundamental factor models, financial factor versions, and forecasting aspect premiums and exposures. The reserve excels in melding theory with repetition.
Filled up with proven expense strategies and equipment for developing new types, Quantitative Equity Portfolio Administration features:
Each chapter of the all-in-one portfolio management source consists of an appendix with useful statistics, tables, equations, mathematical solutions, and formulas. Ahead of that, Dr. in economics from Harvard University.
About the Authors
Ludwig B. Chincarini, Ph.D.” DAVID BLITZER, Managing Director and Chairman, Regular & Poor’s Index Committee
“Building the changeover from the wall space of academia to Wall structure Street provides traditionally been a hard task…This reserve provides this hyperlink in an effective and engaging style, giving college students of finance a street map for the use of monetary theories in a real-world environment. Previously, he was utilized as a economic economist for FOLIOfn. Furthermore, the book all together offers appendices covering a brief overview of economic theory, fundamental types of stock returns, a simple overview of mathematical and statistical principles, an entertaining description and quantitative method of the casino video game of craps, and additional on-target supplemental components. Chincarini was director of analysis at FOLIOfn, a brokerage company that pioneered basket trading. He also proved helpful at the lender for International Settlements and keeps a Ph.D. in economics from the Massachusetts Institute of Technology.
Capitalize on Today’s MOST EFFECTIVE Quantitative Solutions to Construct and Manage a High-Performance Collateral Portfolio
Quantitative Equity Portfolio Administration is a thorough guide to the complete procedure for constructing and owning a high-yield quantitative collateral portfolio.D., is definitely a professor of economics at the American University in Bulgaria. Previously, he was director of study at Rydex Global Advisors, the index mutual fund business. Kim also proved helpful as a monetary journalist, composing regular columns on monetary markets for business mass media in Asia. Dr. He also keeps a Ph.D.
An important reference for professional cash managers and students acquiring advanced investment classes, Quantitative Equity Portfolio Administration offers a complete array of options for effectively developing high-performance collateral portfolios that deliver profitable returns for customers.