Quantitative equity portfolio management: modern techniques and applications
Auteur :
Qian, Edward E. / Hua, Ronald H. / Sorensen, Eric H.
Éditeur :
Taylor & Francis Inc
ISBN :
9781584885580
Date de publication :
11 mai 2007
Dimensions :
23,4 x 15,6 cm
Poids :
1020 g
Langue :
Anglais
Pays d'origine :
USA
Reviews quantitative investment strategies and factors that are commonly used in practice, including value, momentum, and quality, accompanied by their academic origins. This work presents advanced techniques and applications in return forecasting models, risk management, portfolio construction, and portfolio implementation.