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Quantitative Equity Investing : Techniques and Strategies (Hardcover)

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Product Overview

A comprehensive look at the tools and techniques used in quantitative equity management

Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios.

Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm address the essential elements of this discipline, including financial model building, financial engineering, static and dynamic factor models, asset allocation, portfolio models, transaction costs, trading strategies, and much more. They also provide ample illustrations and thorough discussions of implementation issues facing those in the investment management business and include the necessary background material in probability, statistics, and econometrics to make the book self-contained.

  • Written by a solid author team who has extensive financial experience in this area
  • Presents state-of-the art quantitative strategies for managing equity portfolios
  • Focuses on the implementation of quantitative equity asset management
  • Outlines effective analysis, optimization methods, and risk models

In today's financial environment, you have to have the skills to analyze, optimize and manage the risk of your quantitative equity investments. This guide offers you the best information available to achieve this goal.

Specifications

Publisher John Wiley & Sons Inc
Mfg Part# 9780470262474
SKU 211587419
Format Hardcover
ISBN10 0470262478
Release Date 3/1/2010
Product Attributes
eBooks Kobo
Book Format Hardcover
Number of Pages 0511
Publisher John Wiley & Sons
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