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Quantitative equity portfolio management modern techniques and applications

INTRODUCTION: BELIEFS, RISK, PROCESS Beliefs Risks Quantitative Investment Process PORTFOLIO THEORY Distributions of Investment Returns Optimal Portfolios Capital Asset Pricing Model (CAPM) Characteristic Portfolios RISK MODELS AND RISK ANALYSIS Arbitrage Pricing Theory and APT models Risk Analysis Contribution to Value at RiskEVALUATION OF ALPHA FACTORSAlpha Performance Benchmarks-The Ratios Single Period Skill: Information Coefficient Multi-Period Ex Ante Information Rati Empirical ExamplesQUANTITATIVE.

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  • "With quantitative investment strategies gaining in popularity, a new breed of investment professional is devising increasingly successful strategies to exploit market anomalies. Quantitative Equity Portfolio Management: Modern Techniques and Applications provides a self-contained review of quantitative investment strategies and theoretical explanations behind market inefficiencies. It discusses the return forecasting and risk models, portfolio construction, and trade implementation. This book solves problems related to quantitative model building, illustrating concepts and solutions with numerical and empirical examples. While rooted in traditional academic research, the book provides more advanced and practical methods for portfolio management, such as nonlinear, contextual, and factor-timing alpha models."
  • "INTRODUCTION: BELIEFS, RISK, PROCESS Beliefs Risks Quantitative Investment Process PORTFOLIO THEORY Distributions of Investment Returns Optimal Portfolios Capital Asset Pricing Model (CAPM) Characteristic Portfolios RISK MODELS AND RISK ANALYSIS Arbitrage Pricing Theory and APT models Risk Analysis Contribution to Value at RiskEVALUATION OF ALPHA FACTORSAlpha Performance Benchmarks-The Ratios Single Period Skill: Information Coefficient Multi-Period Ex Ante Information Rati Empirical ExamplesQUANTITATIVE."@en

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  • "Electronic books"@en

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  • "Quantitative equity portfolio management modern techniques and applications"@en
  • "Quantitative Equity Portfolio Management Modern Techniques and Applications"@en
  • "Quantitative equity portfolio management : Modern techniques and applications"
  • "Quantitative equity portfolio management : modern techniques and applications"

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