عنوان
پدید آورنده
موضوع
رده
HG4529.5 .C4794 2006
HG4529
.
5
.
C4794
2006
کتابخانه
محل استقرار
0071459391
9780071459396
b733096
Quantitative equity portfolio management :
[Book]
an active approach to portfolio construction and management /
Ludwig B. Chincarini, Daehwan Kim.
New York :
McGraw-Hill,
©2006.
xxvii, 658 pages :
illustrations ;
24 cm +
1 CD-ROM (4 3/4 in.).
[McGraw-Hill library of investment & finance]
Series from jacket.
Includes bibliographical references (pages 619-634) and index.
I. An overview of QEPM -- The Power of QEPM -- The Fundamentals of QEPM -- Basic QEPM Models -- II. Portfolio Construction and Maintenance -- Factors and Factor Choice -- Stock Screening and Ranking -- Fundamentals Factor Models -- Economic Factor Models -- Forecasting Factor Premiums and Exposures -- Portfolio Weights -- Rebalancing and Transactions Costs -- Tax Management -- III. Mojo -- Leverage -- Market Neutral -- Bayesian -- IV. Performance Analysis -- Performance Measurement and Attribution -- V. Practical Application -- The Backtesting Process -- The Portfilios' Performance -- Contents of CD -- Glossary -- Bibliography -- Index.
0
"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."--Jacket.
Investment analysis.
Portfolio management.
Finanzanalyse
Investment analysis.
Investment analysis.
Kwantitatieve methoden.
Portfolio management.
Portfolio management.
Portfolio-analyse.
Portfoliomanagement
332
.
6
22
HG4529
.
5
.
C4794
2006
85
.
33
85
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33
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F830
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91
QK
810
bcl
bcl
clc
rvk
Chincarini, Ludwig B.
Kim, Daehwan.
20201203174741.0
مطالعه متن کتاب [Book]
Y
