(Download pdf) Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series)






#1083629 in eBooks 2007-05-11 2007-05-11File Name: B005H7L85C

9 of 9 people found the following review helpful. Printing issuesBy Ian McDonaldThe book itself is a clear explanation of the cross sectional approach to forecasting and portfolio construction, primarily applied to equities. The overall level of the book is both informative and mathematically straightforward, a good guide to a research framework. It covers somewhat similar ground as Grinold and Kahn, but from more of a cross-sectional as opposed to time series perspective. Both viewpoints haveQuantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. 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. Providing a solid foundation in the subject, Quantitative Equity Portfolio Management: Modern Techniques and Applic...


[PDF.bb63] Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman and Hall/CRC Financial Mathematics Series)
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