A Rakuten Company

More titles to consider

Shopping Cart

itemsitem

Synopsis

A comprehensive look at the tools and techniques used inquantitative equity management

Some books attempt to extend portfolio theory, but the realissue today relates to the practical implementation of the theoryintroduced by Harry Markowitz and others who followed. The purposeof this book is to close the implementation gap by presentingstate-of-the art quantitative techniques and strategies formanaging equity portfolios.

Throughout these pages, Frank Fabozzi, Sergio Focardi, andPetter Kolm address the essential elements of this discipline,including financial model building, financial engineering, staticand dynamic factor models, asset allocation, portfolio models,transaction costs, trading strategies, and much more. They alsoprovide ample illustrations and thorough discussions ofimplementation issues facing those in the investment managementbusiness and include the necessary background material inprobability, statistics, and econometrics to make the bookself-contained.

  • Written by a solid author team who has extensive financialexperience in this area
  • Presents state-of-the art quantitative strategies for managingequity portfolios
  • Focuses on the implementation of quantitative equity assetmanagement
  • Outlines effective analysis, optimization methods, and riskmodels

In today's financial environment, you have to have the skills toanalyze, optimize and manage the risk of your quantitative equityinvestments. This guide offers you the best information availableto achieve this goal.

People who read this also enjoyed

Get a 1 year subscription
for / issue

Read This On

You can read this item using any of the following Kobo apps and devices:

  • DESKTOP
  • eREADERS
  • TABLETS
  • IOS
  • ANDROID
  • BLACKBERRY
  • WINDOWS