CHINCARINI AND KIM QUANTITATIVE EQUITY PORTFOLIO MANAGEMENT PDF

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Product Description. What are my shipping options? The estimated amount of time this product will be on the market is based on a number of factors, including faculty input to instructional design and the prior revision cycle and updates to academic research-which typically results in a revision cycle ranging from every two to four years for this product. Pricing subject to change at any time. Factors and Factor Choice 5. Stock Screening and Ranking 6.

Fundamentals Factor Models 7. Economic Factor Models 8. Forecasting Factor Premiums and Exposures 9. Portfolio Weights Rebalancing and Transactions Costs Leverage Market Neutral Bayesian IV Performance Analysis The Backtesting Process For shipments to locations outside of the U.

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The username and password you entered did not match any accounts in our file. Please try again. Sign In. The book excels in melding theory with practice. 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.

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…to fundamental factor models, economic factor models, and forecasting factor premiums and exposures.

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.

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.

About the Authors 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. Listing page for eBook Subscription Program. Your monthly rental cart is already full. Click continue to view and update your selected titles. Back Continue. Receive via shipping: Bound book containing the complete text Full color Hardcover or softcover What are my shipping options?

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Quantitative Equity Portfolio Management

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Quantitative Equity Portfolio Management.

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