Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series) by Edward E. Qian, Ronald H. Hua, Eric H. Sorensen
Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series) by Edward E. Qian, Ronald H. Hua, Eric H. Sorensen PDF, ePub eBook D0wnl0ad
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.
From reader reviews:
Matthew Armstrong:
Typically the book Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series) will bring you to definitely the new experience of reading a book. The author style to explain the idea is very unique. In case you try to find new book to read, this book very suited to you. The book Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series) is much recommended to you to study. You can also get the e-book in the official web site, so you can more easily to read the book.
Sophia Hardee:
Often the book Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series) has a lot details on it. So when you read this book you can get a lot of gain. The book was authored by the very famous author. This articles author makes some research prior to write this book. This book very easy to read you can obtain the point easily after scanning this book.
Megan Kelly:
Reading can called imagination hangout, why? Because when you find yourself reading a book especially book entitled Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series) your head will drift away trough every dimension, wandering in each and every aspect that maybe unfamiliar for but surely might be your mind friends. Imaging every single word written in a guide then become one form conclusion and explanation this maybe you never get previous to. The Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series) giving you yet another experience more than blown away your mind but also giving you useful info for your better life with this era. So now let us teach you the relaxing pattern is your body and mind are going to be pleased when you are finished looking at it, like winning a game. Do you want to try this extraordinary paying spare time activity?
Read Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series) by Edward E. Qian, Ronald H. Hua, Eric H. Sorensen for online ebook
Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series) by Edward E. Qian, Ronald H. Hua, Eric H. Sorensen Free PDF d0wnl0ad, audio books, books to read, good books to read, cheap books, good books, online books, books online, book reviews epub, read books online, books to read online, online library, greatbooks to read, PDF best books to read, top books to read Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series) by Edward E. Qian, Ronald H. Hua, Eric H. Sorensen books to read online.
No comments:
Post a Comment