Quantitative Equity Portfolio Management, w. CD-ROM
An Active Approach to Portfolio Construction and Management
(Sprache: Englisch)
Quantitative Equity Portfolio Managementbrings the orderly structureof fundamental asset management to the often-chaoticworld of active equity management. Straightforward and accessible,it provides youwith nuts-and-bolts details for selecting and...
Leider schon ausverkauft
versandkostenfrei
Buch
67.40 €
33 DeutschlandCard Punkte
sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenlose Rücksendung
- Ratenzahlung möglich
Produktdetails
Produktinformationen zu „Quantitative Equity Portfolio Management, w. CD-ROM “
Klappentext zu „Quantitative Equity Portfolio Management, w. CD-ROM “
Quantitative Equity Portfolio Managementbrings the orderly structureof fundamental asset management to the often-chaoticworld of active equity management. Straightforward and accessible,it provides youwith nuts-and-bolts details for selecting and aggregating factors,building a risk model, and much more.
Inhaltsverzeichnis zu „Quantitative Equity Portfolio Management, w. CD-ROM “
I An overview of QEPM 1. the Power of QEPM 2. The Fundamentals of QEPM 3. Basic QEPM Models II Portfolio Construction and Maintenance 4. Factors and Factor Choice 5. Stock Screening and Ranking 6. Fundamentals Factor Models 7. Economic Factor Models 8. Forecasting Factor Premiums and Exposures 9. Portfolio Weights 10. Rebalancing and Transactions Costs 11. Tax Management III Mojo 12. Leverage 13. Market Neutral 14. Bayesian IV Performance Analysis 15. Perfomance Measurement and Attribution V Practical Application 16. The Backtesting Process 17. The Portfilios' Performance Contents of CD Glossary Bibliography Index
Bibliographische Angaben
- Autoren: Ludwig B. Chincarini , Daehwan Kim
- 2006, Maße: 16,4 x 23,6 cm, Gebunden, Englisch
- Verlag: McGraw-Hill Professional
- ISBN-10: 0071459391
- ISBN-13: 9780071459396
Sprache:
Englisch
Kommentar zu "Quantitative Equity Portfolio Management, w. CD-ROM"
0 Gebrauchte Artikel zu „Quantitative Equity Portfolio Management, w. CD-ROM“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Quantitative Equity Portfolio Management, w. CD-ROM".
Kommentar verfassen