Chincarini, Ludwig B.
Quantitative equity portfolio management an active approach to portfolio construction and management Ludwig B. Chincarini, Daehwan Kim. - xxvii, 658 páginas ilustrado 24 cm. + Un disco compacto (CD-ROM) - [McGraw-Hill library of investment & finance] . - McGraw-Hill library of investment and finance. .
Series from jacket.
Incluye referencias bibliográficas (p. 619-634) e índice.
The power of QEPM -- The fundamentals of QEPM -- Basic QEPM models -- Factors and factor choice -- Stock screening and ranking -- Fundamental factor models -- Economic factor models -- Forecasting factor premiums and exposures -- Portfolio weights -- Rebalancing and transactions costs -- Tax management -- Leverage -- Market neutral -- Bayesian -- Performance measurement and attribution -- The backtesting process -- The portfolios´performance
0071459391 9780071459396
Portfolio management
Investment analysis
Administración de cartera (finanzas)
Analisis de inversiones
332.6 / C539q
Quantitative equity portfolio management an active approach to portfolio construction and management Ludwig B. Chincarini, Daehwan Kim. - xxvii, 658 páginas ilustrado 24 cm. + Un disco compacto (CD-ROM) - [McGraw-Hill library of investment & finance] . - McGraw-Hill library of investment and finance. .
Series from jacket.
Incluye referencias bibliográficas (p. 619-634) e índice.
The power of QEPM -- The fundamentals of QEPM -- Basic QEPM models -- Factors and factor choice -- Stock screening and ranking -- Fundamental factor models -- Economic factor models -- Forecasting factor premiums and exposures -- Portfolio weights -- Rebalancing and transactions costs -- Tax management -- Leverage -- Market neutral -- Bayesian -- Performance measurement and attribution -- The backtesting process -- The portfolios´performance
0071459391 9780071459396
Portfolio management
Investment analysis
Administración de cartera (finanzas)
Analisis de inversiones
332.6 / C539q