Quantitative Equity Portfolio Management Modern Techniques and Applications 1st Edition by Edward Qian, Ronald Hua, Eric Sorensen – Ebook PDF Instant Download/Delivery: 1040070299, 9781040070291
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Product details:
ISBN 10: 1040070299
ISBN 13: 9781040070291
Author: Edward E. Qian; Ronald H. Hua; Eric H. Sorensen
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
Table of contents:
Chapter 1: Introduction: Beliefs, Risk, and Process
Chapter 2: Portfolio Theory
Chapter 3: Risk Models and Risk Analysis
Chapter 4: Evaluation of Alpha Factors
Chapter 5: Quantitative Factors
Chapter 6: Valuation Techniques and Value Creation
Chapter 7: Multifactor Alpha Models
Chapter 8: Portfolio Turnover and Optimal Alpha Model
Chapter 9: Advanced Alpha Modeling Techniques
Chapter 10: Factor Timing Models
Chapter 11: Portfolio Constraints and Information Ratio
Chapter 12: Transaction Costs and Portfolio Implementation
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Tags: Edward Qian, Ronald Hua, Eric Sorensen, Portfolio