Quantitative Equity Portfolio Management An Active Approach to Portfolio Construction and Management 1st Edition by Ludwig Chincarini 9780071459396

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Product details:

• ISBN 13:9780071459396 

• Author:Ludwig Chincarini  

“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 of Financial Economics, Massachusetts Institute of Technology

“The book is very comprehensive in its coverage, detailed in its discussions and written from a practical perspective without sacrificing needed rigor.” DAVID BLITZER, Managing Director and Chairman, Standard & Poor’s Index Committee

“Making the transition from the walls of academia to Wall Street has traditionally been a difficult task…This book provides this link in a successful and engaging fashion, giving students of finance a road map for the application of financial theories in a real-world setting.” MARK HOLOWESKO, CEO and Founder, Templeton Capital Advisors

“This text provides an excellent synthesis of a broad range of quantitative portfolio management methods…In addition, there are a number of insightful innovations that extend and improve current techniques.” DAN DIBARTOLOMEO, President and Founder, Northfield Information Services, Inc.

Quantitative Equity Portfolio Management An Active Approach to Portfolio Construction and Management 1st Table of contents:

I An overview of QEPM

1. the Power of QEPM

2. The Fundamentals of QEPM

3. Basic QEPM Models

II Portfolio Construction and Maintenance

4. 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

10. Rebalancing and Transactions Costs

11. Tax Management

III Mojo

12. Leverage

13. Market Neutral

14. Bayesian

IV Performance Analysis

15. Perfomance Measurement and Attribution

V Practical Application

16. The Backtesting Process

17. The Portfilios’ Performance

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