Chincarini, Ludwig
Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management
- ISBN 13:
- 9781264268924
- author:
- Chincarini, Ludwig
- format:
- Hardback
- publisher:
- McGraw-Hill Companies
- language:
- English
- Publication Year:
- 2022
- Pages:
- 800
- Dimensions:
- 23.2 x 15.8 x 3.6 centimetres (1
- Genre:
- Business, Investments & Securities, Stocks,
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
Quantitative Equity Portfolio Management, 2nd edition is a comprehensive guide to constructing and managing high-yield quantitative equity portfolios. It begins with the basic principles of quantitative active management and outlines how to build an equity portfolio using powerful concepts.
This updated handbook covers every step of the process, including building smart beta ETFs and mutual funds, dealing with behavioral biases, and optimizing professional portfolios using R, MATLAB, and STATA. The book also explores new methods for handling outlier data and transaction cost problems, as well as creating socially responsible portfolios using ESG data.
With its complete and easy-to-apply methodology, Quantitative Equity Portfolio Management delivers a reliable approach to maximizing returns and minimizing risks in equity portfolio management.
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