Quantitative Equity Portfolio Management
Quantitative Equity Portfolio Management Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting,…
Specifikacia Quantitative Equity Portfolio Management
Quantitative Equity Portfolio Management
Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. Providing a solid foundation in the subject, Quantitative Equity Portfolio Management: Modern Techniques and Applications presents a self-contained overview and a detailed mathematical treatment of various topics.From the theoretical basis of behavior finance to recently developed techniques, the authors review quantitative investment strategies and factors that are commonly used in practice, including value, momentum, and quality, accompanied by their academic origins. While many texts are devoted to these disciplines, few deal with quantitative equity investing in a systematic and mathematical framework that is suitable for quantitative investment students.
They present
Portfolio Management
Quantitative Risk Management
Behavioral Portfolio Management