Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management

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McGraw Hill Professional, Aug 18, 2010 - 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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Contents

An Overview of QEPM
1
Portfolio Construction and Maintenance
89
945 Mojo
347
Copyright

7 other sections not shown

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About the author (2010)

Ludwig B. Chincarini, CFA, is a finance professor at Georgetown University.

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

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