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.

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Each chapter of this all-in-one portfolio management resource contains an appendix with valuable figures, tables, equations, mathematical solutions, and formulas. Economic Factor Models 8.

Tags What are tags? In addition, the book as a whole has appendices covering a brief history of financial theory, fundamental models of stock returns, a basic review of mathematical and quanitative concepts, an entertaining explanation and quantitative approach to the casino game of craps, and other on-target supplemental materials. 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.


Notes Series from jacket. For shipments to locations outside of the U.

Quantitative Equity Portfolio Management

Factors and factor choice 5. Other Authors Kim, Daehwan, author. Stock screening and ranking 6.

Filled with proven investment strategies and tools for developing new ones, Quantitative Equity Portfolio Management features: Set up My libraries How do I set up “My libraries”? Bound book containing the complete text Full color Hardcover or softcover What are my shipping maangement Title Quantitative Equity Portfolio Management: An essential reference for professional money managers and students taking advanced investment courses, Quantitative Equity Portfolio Management chijcarini a full array of methods for effectively developing high-performance equity portfolios that deliver lucrative returns for clients.

Quantitative Equity Portfolio Management

University of South Australia. Author Chincarini, Ludwig B. Home This editionEnglish, Book, Illustrated edition: These 2 locations in Queensland: These online bookshops told us they have this item: This single location in Victoria: None of your libraries hold this item.


Public Private login e. Check copyright status Cite this Title Quantitative equity portfolio management: Open to the public ; Search Enter search terms: C Book; Illustrated English Show 0 more libraries 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.

Open to the public ; HG Economic factor models 8. The Backtesting Process Request a free copy to evaluate if it’ll be the best resource for you. The fundamentals of QEPM 3.

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Forecasting Factor Premiums and Exposures 9. These 7 locations in All: Be the first to add this to a list.