Cover of Ludwig B. Chincarini, Daehwan Kim: Quantitative Equity Portfolio Management

Ludwig B. Chincarini, Daehwan Kim Quantitative Equity Portfolio Management

An Active Approach to Portfolio Construction and Management

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McGraw Hill LLC

2010

EPub, PDF
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978-0-07-149238-6

0-07-149238-0

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Quantitative Equity Portfolio Management brings the orderly structure of fundamental asset management to the often-chaotic world of active equity management. Straightforward and accessible, it provides you with nuts-and-bolts details for selecting and aggregating factors, building a risk model, and much more.

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