Quantitative equity portfolio management an active approach to portfolio construction and management Ludwig B. Chincarini, Daehwan Kim.
By: Chincarini, Ludwig B
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Contributor(s): Kim, Daehwan.
Series: McGraw-Hill library of investment and finance: New York McGraw-Hill ©2006Description: xxvii, 658 páginas ilustrado 24 cm. + Un disco compacto (CD-ROM).ISBN: 0071459391; 9780071459396.Subject(s): Portfolio management | Investment analysis | Administración de cartera (finanzas) | Analisis de inversionesDDC classification: 332.6 Online resources: Contributor biographical information | Publisher description | Table of contents only | Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Libros
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Biblioteca Central | General | 332.6 / C539q (Browse shelf) | Ej. 1 | Available | 8000022229 | ||
CD Texto (Eliminar)
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Biblioteca Central | Digital | 332.6 / C539q (Browse shelf) | Ej. 2 | Available | 8000022230 |
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
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