Description: Quantitative Equity Portfolio Management Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Modern Techniques and Applications Author(s): Edward E. Qian, Ronald H. Hua, Eric H. Sorensen Format: Hardback Publisher: Taylor & Francis Inc, United States Imprint: Chapman & Hall/CRC ISBN-13: 9781584885580, 978-1584885580 Synopsis 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.
Price: 92.08 GBP
Location: Aldershot
End Time: 2025-01-05T09:05:00.000Z
Shipping Cost: 37.22 GBP
Product Images
Item Specifics
Return postage will be paid by: Buyer
Returns Accepted: Returns Accepted
After receiving the item, your buyer should cancel the purchase within: 60 days
Return policy details:
Book Title: Quantitative Equity Portfolio Management
Number of Pages: 464 Pages
Language: English
Publication Name: Quantitative Equity Portfolio Management: Modern Techniques and Applications
Publisher: Taylor & Francis INC International Concepts
Publication Year: 2007
Subject: Finance
Item Height: 234 mm
Item Weight: 748 g
Type: Textbook
Author: Ronald H. Hua, Edward E. Qian, Eric H. Sorensen
Series: Chapman & Hall/Crc Financial Mathematics Series
Item Width: 156 mm
Format: Hardcover
