Authors:Ludwig B Chincarini, Daehwan Kim,
Publisher: McGraw-Hill
Keywords: management, portfolio, library, investment, finance, mcgraw, approach, equity, active, quantitative, construction
Number of Pages: 658
Published: 2006-07-27
List price: $75.00
ISBN-10: 0071459391
ISBN-13: 9780071459396

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 management.” ERIC ROSENFELD, Principal & Co-founder of JWM Partners “This is an ambitious book that both develops the broad range of artillery employed in quantitative equity investment management and provides the reader with a host of relevant practical examples. The book excels in melding theory with practice.” STEPHEN A. ROSS, Franco Modigliani Professor

Authors:Edward E. Qian, Ronald H. Hua, Eric H. Sorense,
Publisher: Chapman & Hall/CRC
Keywords: crc, hall, financial, mathematics, series, chapman, applications, portfolio, equity, management, modern, techniques, quantitative
Number of Pages: 464
Published: 2007-05-11
List price: $83.95
ISBN-10: 1584885580
ISBN-13: 9781584885580

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.Fro

Authors:Bruce M. Collins, Frank J. Fabozzi CFA,
Publisher: Wiley
Keywords: management, portfolio, equity, derivatives
Number of Pages: 230
Published: 1999-01
List price: $145.00
ISBN-10: 1883249600
ISBN-13: 9781883249601

Frank Fabozzi and Bruce Collins fully outline the ins and outs of the derivatives process for equity investors in Derivatives and Equity Portfolio Management. A significant investment tool of growing interest, derivatives offer investors options for managing risk in a diversified portfolio. This in-depth guide integrates the derivatives process into portfolio management and is replete with applications from authors with extensive Wall Street experience. Whether you’re and individual investor or portfolio manager seeking to improve investment returns, you’ll quickly learn about listed equit

Authors:Frank J. Fabozzi CFA, Sergio M. Focardi, Caroline Jo
Publisher: Research Foundation of CFA Institute
Keywords: management, equity, quantitative, challenges
Number of Pages: 110
Published: 2008-04-11
List price: $35.00
ISBN-10: 1934667218
ISBN-13: 9781934667217

Quantitative equity management has mushroomed recently and now represents a respectable fraction of equity asset management. But since mid-2007, it has been facing its first widespread crisis with many quantitative managers underperforming all at once and by large margins. Using a survey plus conversation method, the authors of this lively and comprehensive book probe the minds of quants who are actively using factor models and security-level optimization to manage stock portfolios. The authors report their findings about how quants define quantitative equity management, run a quant business,

Authors:Bruce I. Jacobs, Kenneth N. Levy,
Publisher: McGraw-Hill
Keywords: stock, selection, analysis, quantitative, management, equity
Number of Pages: 400
Published: 2000-01-05
List price: $60.00
ISBN-10: 0071346864
ISBN-13: 9780071346863

Two pioneers and innovators in the money management field present their choice of groundbreaking, peer-reviewed articles on subjects including portfolio engineering and long-short investment strategy. More than just a collection of classic review pieces, however, Equity Management provides new material to introduce, interpret, and integrate the pieces, with an introduction that provides an authoritative overview of the chapters. Important and innovative, it is destined to become the "Graham and Dodd" of quantitative equity investing.

Authors:Martin L. Leibowitz, Simon Emrich, Anthony Bova,
Publisher: Wiley
Keywords: strategies, wiley, finance, equity, short, portfolio, management, active, modern
Number of Pages: 511
Published: 2009-01-09
List price: $95.00
ISBN-10: 0470398531
ISBN-13: 9780470398531

Active 130/30 Extensions is the newest wave of disciplined investment strategies that involves asymmetric decision-making on long/short portfolio decisions, concentrated investment risk-taking in contrast to diversification, systematic portfolio risk management, and flexibility in portfolio design. This strategy is the building block for a number of 130/30 and 120/20 investment strategies offered to institutional and sophisticated high net worth individual investors who want to manage their portfolios actively and aggressively to outperform the market.

Authors:Richard Grinold, Ronald Kah,
Publisher: McGraw-Hill
Keywords: superior, returns, controlling, risk, producing, approach, portfolio, management, quantitative, active
Number of Pages: 596
Published: 1999-10-26
List price: $80.00
ISBN-10: 0070248826
ISBN-13: 9780070248823

"This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help investment professionals." -William E. Jacques, Partner and Chief Investment Officer, Martingale Asset Management. "Active Portfolio Management offers investors an opportunity to better understand the balance between manager skill and portfolio risk. Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and Kahn." -Scott Stewart, Portfolio Manager, Fidelity Select Equity ® Discipli
  
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