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 /‚Äč Ludwig B. Chincarini, Daehwan Kim. Author.

Author: Darisar JoJok
Country: Azerbaijan
Language: English (Spanish)
Genre: Environment
Published (Last): 6 October 2018
Pages: 282
PDF File Size: 4.1 Mb
ePub File Size: 5.93 Mb
ISBN: 327-8-75724-514-1
Downloads: 27749
Price: Free* [*Free Regsitration Required]
Uploader: Gurr

For shipments to locations outside of the U. All manwgement options assumes the product is available and that it will take 24 to 48 hours to process your order prior to shipping.

Be the first to add this to a list. Fundamentals Factor Models 7. Notes Series from jacket. The power of QEPM 2.

Rebalancing and Transactions Costs Open to the public ; Forecasting Factor Premiums and Exposures 9. A complete, easy-to-apply methodology for creating an equity portfolio that maximizes returns and minimizes risks The latest techniques for building optimization into a professionally managed portfolio An accompanying CD with a wide range of practical exercises and solutions using actual historical stock data An excellent melding of financial theory with real-world practice A wealth of down-to-earth financial examples and case studies Each chapter of this all-in-one portfolio management resource contains an appendix with valuable figures, tables, equations, mathematical solutions, and formulas.


Basic QEPM models 4. These 2 locations in Queensland: Please review the errors highlighted below before resubmitting.

Quantitative Equity Portfolio Management: Summary “Quantitative Equity Portfolio Management is a comprehensive guide to the entire process of constructing and managing a high-yield quantitative equity portfolio.

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

Quantitative Equity Portfolio Management is a comprehensive guide to the entire process of constructing and managing a high-yield quantitative equity portfolio.

Public Private login e. View online Borrow Buy Freely available Show 0 more links C Book; Illustrated English Show 0 more libraries We were unable to find this edition in any bookshop we are able to search. You will be taken to our partner Chegg. The Backtesting Process Factors and Factor Choice 5. Search Enter search terms: Get your free copy today Sign-in to get your free copy or create a new account.

Quantitative Equity Portfolio Management

An essential reference for professional money managers and students taking advanced investment courses, Quantitative Equity Portfolio Management offers a full array of methods for effectively developing high-performance equity portfolios that deliver lucrative returns for clients. University of South Australia.


After completing your transaction, you can access your course using the section url supplied by your instructor. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen. Separate different tags with a comma.

Quantitative Equity Portfolio Management

Economic factor models 8. Forecasting factor premiums and exposures 9. Check copyright status Cite this Title Quantitative equity portfolio management: Sign in to shop, sample, or managemnet your account information. This single location in South Australia: Tags What are tags?

“Quantitative Equity Portfolio Management: An Active Approach to Portfo” by Ludwig B. Chincarini

Open to the public ; HG Login to add to list. The University of Queensland. ChincariniUniversity of San Francisco Follow. Title Quantitative Equity Portfolio Management: Book; Illustrated English Unknown library quantigative 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.