Quantitative Equity Portfolio Management, 1st Edition by Ludwig Chincarini and Daehwan Kim () Preview the textbook, purchase or get a FREE. Very few good practitioners’ cookbooks are available on quantitative equity portfolio management (QEPM). Ludwig Chincarini and Daehwan Kim’s book reduces. Quantitative equity portfolio management: an active approach to portfolio construction and management / Ludwig B. Chincarini, Daehwan Kim. Author.
|Published (Last):||8 April 2010|
|PDF File Size:||5.94 Mb|
|ePub File Size:||14.87 Mb|
|Price:||Free* [*Free Regsitration Required]|
Comments and reviews What are comments? 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.
Don’t have an account? Fundamental factor models 7.
Open to the public ; HG Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen. You also may like to try some of quanfitative bookshopswhich may or may not sell this item.
University of Queensland Library. Tags What are tags? Add a tag Cancel Be the first to add a tag for this edition. These 3 locations in New South Wales: After completing your transaction, you can access your course using the section url supplied by your instructor. Book; Illustrated English Unknown library code: Sign in to shop, sample, or access your account information. Related resource Publisher description at http: Quantitative Equity Portfolio Management: Login to add to list.
Economic factor models 8.
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 Chincarinu 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.
Request a free copy to evaluate if it’ll be the best resource for you.
Please review the errors highlighted below before resubmitting. Considering using this product for your course? Economic Factor Models 8. The Backtesting Process This single location in Victoria: These online bookshops told us they have this item: The University of Queensland. Basic QEPM models 4. Pricing subject to change at any time. The username and password you entered did not match any accounts in our file.
Chihcarini different tags with a comma. View online Borrow Buy Freely available Show 0 more links To include a comma in your tag, surround the tag with double quotes.
Factors and Factor Choice 5. Description Quantitative Equity Portfolio Management is a comprehensive guide pottfolio the entire process of constructing and managing a high-yield quantitative equity portfolio. Create an account now. In addition, the book as a whole has appendices covering a brief history of financial theory, amnagement 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.
Search Enter search terms: 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. The power of QEPM 2.
Skip to content Skip to search. Bayesian IV Performance Analysis This single location in South Australia: Filled with proven investment strategies and tools for developing new ones, Quantitative Equity Portfolio Management features: Title Quantitative Chinarini Portfolio Management: Stock Screening and Ranking 6. 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.
Rebalancing and Transactions Costs C Book; Illustrated English Show 0 more libraries University of South Australia Library.