QUANTITATIVE EQUITY PORTFOLIO MANAGEMENT CHINCARINI PDF

Would you like to tell us about a lower price? If you are a seller for this product, would you like to suggest updates through seller support? 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. The book excels in melding theory with practice. 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.

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Would you like to tell us about a lower price? If you are a seller for this product, would you like to suggest updates through seller support? 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. The book excels in melding theory with practice. 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.

In addition, there are a number of insightful innovations that extend and improve current techniques. Quantitative Equity Portfolio Management is a comprehensive 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 Readers will also find step-by-step coverage of portfolio weights Filled with proven investment strategies and tools for developing new ones, Quantitative Equity Portfolio Management features:.

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 basic review 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.

Ludwig B. Chincarini, Ph. Previously, he was director of research at Rydex Global Advisors, the index mutual fund company. Prior to that, Dr. He also worked at the Bank for International Settlements and holds a Ph. Daehwan Kim, Ph. Kim also worked as a financial journalist, writing regular columns on financial markets for business media in Asia. He also holds a Ph. 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.

Capitalize on Today's Most Powerful Quantitative Methods to Construct and Manage a High-Performance Equity Portfolio Quantitative Equity Portfolio Management is a comprehensive guide to the entire process of constructing and managing a high-yield quantitative equity portfolio.

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 risksThe latest techniques for building optimization into a professionally managed portfolioAn accompanying CD with a wide range of practical exercises and solutions using actual historical stock dataAn excellent melding of financial theory with real-world practiceA 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.

About the Authors Ludwig B. Read more Read less. Frequently bought together. Add all three to Cart. These items are shipped from and sold by different sellers. Show details. Ships from and sold by Amazon SG. FREE Delivery. Ships from and sold by Amazon US. Customers who viewed this item also viewed. Page 1 of 1 Start over Page 1 of 1. Previous page. Active Equity Management.

Advances in Financial Machine Learning. Marcos Lopez de Prado. Next page. 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.

McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide.

Customers who bought this item also bought. Portfolio Performance Measurement and Benchmarking. Jon A. No customer reviews. How does Amazon calculate star ratings? The machine learned model takes into account factors including: the age of a review, helpfulness votes by customers and whether the reviews are from verified purchases.

Review this product Share your thoughts with other customers. Write a customer review. Most helpful customer reviews on Amazon. Verified Purchase. Unbelievable information. Gives a great well rounded, practical, and understandable review of topics that can be complex. Understanding these topics are essential as fund management moves toward machine learning automation in the portfolio construction and trade execution space.

This book is a great introduction to portfolio management. The inclusion of tax and leverage considerations as well as a section on backtesting make the book especially useful for real world applications. This is an area where I and everyone I know required another individual to train because there were no other easily accessable resources available.

This book illustrates clearly the principles and structures for building a quantitative equity portfolio while explaining useful financial concepts which are closely related to the topic. The authors managed to describe most key factors without using complicated mathematical models.

There are also many practical examples and analysis which help readers apply the theoretical knowledge into real-world scenarios. Complicated ideas are explained thoroughly by well-managed tables or charts and the text itself is totally readable and easy to follow. As a reader who has a finance background, this book helped me get the picture of quantitative equity portfolio and helped me learn critical concepts and strategies that are used by quant managers. Strongly recommended.

This book provides good explanations for the general ideas of QEPM. However, you cannot explain an idea clearly enough without providing real visible data and programming codes. Very good book but prefer the value and quality dynamic strategies from Alpha Vee Solutions. Go to Amazon. Back to top. Get to Know Us. Shopbop Designer Fashion Brands. Alexa Actionable Analytics for the Web. DPReview Digital Photography.

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Quantitative Equity Portfolio Management

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