Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management (Chincarini Ludwig)(Pevná vazba)

Construct and manage a high-performance equity portfolio using today's most powerful quantitative methodsThe classic guide that taught a generation of investors how to build high-yield quant portfolios, Quantitative Equity Portfolio Management has been fully updated with new data, research, information, and insights, along with the latest, most powerful quantitative tools and methods.Renowned quant experts Ludwig Chincarini and Daehwan Kim walk you through the foundational principles of quantitative active management and explain how to build an equity portfolio using those powerful concepts. They provide clear explanations of all the topics you need to know--from basic models, factors and factor choice, and stock screening and ranking to fundamental factor models, economic factor models, and forecasting factor premiums and exposures. Inside, you'll find:
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