Quantitative Equity Portfolio Management
Edward E. (PanAgora Asset Management, Boston, Massachusetts, USA) Qian, Eric H. (PanAgora Asset Management, Boston, Massachusetts, USA) Sorensen, Ronald H. (Goldman Sachs Asset Management, New York, New York, USA) Hua
Taylor & Francis Inc, 2007
189,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781584885580
- ISBN-10
- 1584885580
- Publisher
- Taylor & Francis Inc
- Year
- 2007
- Publication date
- 2007-05-11
- Pages
- 464
- Dimensions
- 244x166x28
- Weight
- 790