Quantitative Equity Portfolio Management: Modern Techniques And Applications

Reviews quantitative investment strategies and factors that are commonly used in practice, including value, momentum, and quality, accompanied by their academic origins. This work presents advanced techniques and applications in return forecasting models, risk management, portfolio construction, and portfolio implementation.

• | By (Author): Edward E. (Panagora Asset Management, Boston, Massachusetts, Usa) Qian
• | Publisher: Taylor & Francis Inc
• | Publication Date: Apr 01, 2007
• | Country of Publication: United States
• | Number of Pages: 464 pages
• | Language: Not Available
• | Binding: Hardback
• | ISBN-10: 1584885580
• | ISBN-13: 9781584885580