Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (Google eBook)

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McGraw Hill Professional, Aug 17, 2006 - Business & Economics - 658 pages
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Quantitative Equity Portfolio Management brings the orderly structure of fundamental asset management to the often-chaotic world of active equity management. Straightforward and accessible, it provides you with nuts-and-bolts details for selecting and aggregating factors, building a risk model, and much more.

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An Overview of QEPM
Portfolio Construction and Maintenance
945 Mojo

7 other sections not shown

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About the author (2006)

Ludwig B. Chincarini, CFA, is a professor of finance at the University of San Francisco and on the academic board of IndexIQ.

Daehwan Kim, Ph.D., is a finance professor at American University.

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