Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management Book

2 Ratings

Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management,

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 m, Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management
2 out of 5 stars based on 2 reviews

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Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management
Written by author Ludwig B. Chincarini
Published by McGraw-Hill Companies, The, July 2006
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 m
Capitalize on Today's Most Powerful Quantitative Methods to Construct and Manage a High-Performance Equity Portfolio!Praise for Quantitative Equity Portfolio Management“A must-have reference for any equity portfolio manager or MBA studen

Buy Digital USD$199.99

1 The power of QEPM 3
2 The fundamentals of QEPM 21
3 Basic QEPM models 65
4 Factors and factor choice 91
5 Stock screening and ranking 135
6 Fundamental factor models 185
7 Economic factor models 211
8 Forecasting factor premiums and exposures 235
9 Portfolio weights 253
10 Rebalancing and transactions costs 299
11 Tax management 323
12 Leverage 349

Title: Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management

Manufacturer:

McGraw Hill

Item Number: 9780071459396

Publication Date: July 2006

Product Description: Full Name: Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management; Short Name:Quantitative Equity Portfolio Management

Universal Product Code (UPC): 9780071459396

WonderClub Stock Keeping Unit (WSKU): 9780071459396

Rating: 2/5 based on 2 Reviews

Image Location: https://wonderclub.com/images/covers/93/96/9780071459396.jpg

Category: Media >> Books

Weight: 0.200 kg (0.44 lbs)

Width: 6.400 cm (2.52 inches)

Heigh : 9.300 cm (3.66 inches)

Depth: 1.690 cm (0.67 inches)

Date Added: August 25, 2020, Added By: Ross

Date Last Edited: August 25, 2020, Edited By: Ross

Price	Condition	Delivery	Seller	Action
$199.99	Digital	Arrives between Jul 14 - Aug 13 Login to your account for a direct download. Some files are emailed from Dropbox. Continent $0.00 - World $0.00	WonderClub (17086 total ratings)

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reviewed Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management on February 05, 2020

Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management

Extremely basic treatise of factor investing. pretty much all of the suggestions/processes are either obvious (e.g. standardize using z-scores, use leverage to augment alpha by... drumroll... leveraging your high alpha names) or underdeveloped (model transaction costs as a flat percentage X, sell low-tax positions before high-tax ones). proposals for risk measurements are outdated. definitely not worth reading unless you have absolutely no background in factor investing and/or the priorities when managing a systematic portfolio.

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<i>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 m, Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management

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Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management Book

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1	The power of QEPM	3
2	The fundamentals of QEPM	21
3	Basic QEPM models	65
4	Factors and factor choice	91
5	Stock screening and ranking	135
6	Fundamental factor models	185
7	Economic factor models	211
8	Forecasting factor premiums and exposures	235
9	Portfolio weights	253
10	Rebalancing and transactions costs	299
11	Tax management	323
12	Leverage	349