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Quantitative Equity Portfolio Management: An Active Approach to Portfolio Constr
US $12.96
Approximately£10.23
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Located in: Skokie, Illinois, United States
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Estimated between Thu, 20 Jun and Mon, 24 Jun to 43230
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eBay item number:235573079207
Item specifics
- Condition
- ISBN
- 9780071459396
- Subject Area
- Business & Economics
- Publication Name
- Quantitative Equity Portfolio Management : An Active Approach to Portfolio Construction and Management
- Item Length
- 9.3 in
- Publisher
- Mcgraw-Hill Education
- Subject
- Investments & Securities / Portfolio Management, Investments & Securities / Analysis & Trading Strategies, Industries / Financial Services
- Series
- Mcgraw-Hill Library of Investment and Finance Ser.
- Publication Year
- 2006
- Type
- Textbook
- Format
- Mixed Lot
- Language
- English
- Item Height
- 1.9 in
- Item Width
- 6.4 in
- Item Weight
- 39.8 Oz
- Number of Pages
- 658 Pages
About this product
Product Information
Praise for "Quantitative Equity Portfolio Management" ""A must-have reference for any equity portfolio manager or MBA student, this book is a comprehensive guide to all aspects of equity portfolio management, from factor models to tax management."" ERIC ROSENFELD, Principal & Co-founder of JWM Partners ""This is an ambitious book that both develops the broad range of artillery employed in quantitative equity investment management and provides the reader with a host of relevant practical examples. The book excels in melding theory with practice."" STEPHEN A. ROSS, Franco Modigliani Professor of Financial Economics, Massachusetts Institute of Technology ""The book is very comprehensive in its coverage, detailed in its discussions and written from a practical perspective without sacrificing needed rigor."" DAVID BLITZER, Managing Director and Chairman, Standard & Poor's Index Committee ""Making the transition from the walls of academia to Wall Street has traditionally been a difficult task...This book provides this link in a successful and engaging fashion, giving students of finance a road map for the application of financial theories in a real-world setting."" MARK HOLOWESKO, CEO and Founder, Templeton Capital Advisors ""This text provides an excellent synthesis of a broad range of quantitative portfolio management methods...In addition, there are a number of insightful innovations that extend and improve current techniques."" DAN DIBARTOLOMEO, President and Founder, Northfield Information Services, Inc. Capitalize on Today's Most Powerful Quantitative Methods to Construct and Manage a High-Performance Equity Portfolio Quantitative Equity Portfolio Management is acomprehensive guide to the entire process of constructing and managing a high-yield quantitative equity portfolio. This detailed handbook begins with the basic principles of quantitative active management and then clearly outlines how to build an equity portfolio using those powerful concepts. Financial experts Ludwig Chincarini and Daehwan Kim provide clear explanations of topics ranging from basic models, factors and factor choice, and stock screening and ranking...to fundamental factor models, economic factor models, and forecasting factor premiums and exposures. Readers will also find step-by-step coverage of portfolio weights... rebalancing and transaction costs...tax management...leverage...market neutral...Bayesian _...performance measurement and attribution...the back testing process...and portfolio performance. Filled with proven investment strategies and tools for developing new ones, Quantitative Equity Portfolio Management features: A complete, easy-to-apply methodology for creating an equity portfolio that maximizes returns and minimizes risks The latest techniques for building optimization into a professionally managed portfolio An accompanying CD with a wide range of practical exercises and solutions using actual historical stock data An excellent melding of financial theory with real-world practice A wealth of down-to-earth financial examples and case studies Each chapter of this all-in-one portfolio management resource contains an appendix with valuable figures, tables, equations, mathematical solutions, and formulas. In addition, the book as a whole has appendices covering a brief history of financial theory, fundamental models of stock returns, a basicreview of mathematical and statistical concepts, an entertaining explanation and quantitative approach to the casino game of craps, and other on-target supplemental materials. An essential reference for professional money managers and students taking advanced investment courses, Quantitative Equity Portfolio Management offers a full array of methods for effectively developing high-performance equity portfolios that deliver lucrative returns for clients. About the Authors Ludwig B. Chincarini, Ph.D., CFA, is a professor of finance at Georgetown University as well
Product Identifiers
Publisher
Mcgraw-Hill Education
ISBN-10
0071459391
ISBN-13
9780071459396
eBay Product ID (ePID)
51065431
Product Key Features
Publication Name
Quantitative Equity Portfolio Management : An Active Approach to Portfolio Construction and Management
Format
Mixed Lot
Language
English
Subject
Investments & Securities / Portfolio Management, Investments & Securities / Analysis & Trading Strategies, Industries / Financial Services
Series
Mcgraw-Hill Library of Investment and Finance Ser.
Publication Year
2006
Type
Textbook
Subject Area
Business & Economics
Number of Pages
658 Pages
Dimensions
Item Length
9.3 in
Item Height
1.9 in
Item Width
6.4 in
Item Weight
39.8 Oz
Additional Product Features
LCCN
2006-041862
Lc Classification Number
Hg4529.5.C4794 2006
Table of Content
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
Copyright Date
2007
Target Audience
Scholarly & Professional
Dewey Decimal
332.6
Dewey Edition
22
Illustrated
Yes
Item description from the seller
Business seller information
Books4cause Inc.
Jaysen Lifchitz
3403 Madison St
60076 Skokie, IL
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Book was listed as in "Very Good" condition. I was pleasantly surprised to see that it was more in a "Like New" condition. Very pleased about this. Not so thrilled about paying US$53.94 + tax for the book. This has nothing to do with the seller. This is a rare item and this price would be considered a bargain price seeing that it is almost impossible to find a copy of this used book anywhere else. Great transaction. Well packed for shipping too. Thank you!
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