Daehwan Kim's Books

Quantitative Equity Portfolio Management

An Active Approach to Portfolio Construction and Management

By: Ludwig B. Chincarini,Daehwan Kim

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Quantitative Equity Portfolio Management

An Active Approach to Portfolio Construction and Management

By: Ludwig B. Chincarini,Daehwan Kim

Quantitative Equity Portfolio Management brings the orderly structure of fundamental asset management to the often-chaotic world of active equity management. Straightforward and accessible, it provides you with nuts-and-bolts details for selecting and aggregating factors, building a risk model, and much more.

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Page Count

691

Publisher

McGraw Hill Professional

Published Date

ISBN 10

0071492380

ISBN 13

9780071492386

Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management

By: Ludwig B. Chincarini,Daehwan Kim

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Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management

By: Ludwig B. Chincarini,Daehwan Kim

Construct and manage a high-performance equity portfolio using today's most powerful quantitative methods The 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: Proven methodology for creating an equity portfolio that maximizes returns and minimizes risks Techniques for to create a professionally managed portfolio Practical melding of financial theory with real-world practice Illustrative financial examples and case studies Every chapter has accompanying practical problems with solutions and labs using real data available online. In addition, the book as a whole has online appendices covering a brief history of financial theory, fundamental models of stock returns, a basic review of mathematical and statistical concepts, an entertaining explanation and quantitative approach to the casino game of craps, and other on-target supplemental materials. Quantitative Equity Portfolio Management delivers everything you need to build a solid equity portfolio for your clients.

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Page Count

800

Publisher

McGraw Hill Professional

Published Date

ISBN 10

1264268939

ISBN 13

9781264268931

Quantitative Equity Portfolio Management

An Active Approach to Portfolio Construction and Management

By: Ludwig B. Chincarini,Daehwan Kim

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Quantitative Equity Portfolio Management

An Active Approach to Portfolio Construction and Management

By: Ludwig B. Chincarini,Daehwan Kim

With quantitative investment strategies gaining in popularity, a new breed of investment professional is devising increasingly successful strategies to exploit market anomalies. Quantitative Equity Portfolio Management: Modern Techniques and Applications provides a self-contained review of quantitative investment strategies and theoretical explanations behind market inefficiencies. It discusses the return forecasting and risk models, portfolio construction, and trade implementation. This book solves problems related to quantitative model building, illustrating concepts and solutions with numerical and empirical examples. While rooted in traditional academic research, the book provides more advanced and practical methods for portfolio management, such as nonlinear, contextual, and factor-timing alpha models.

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Page Count

658

Published Date

ISBN 10

0071459405

ISBN 13

9780071459402

Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management

By: Ludwig B. Chincarini,Daehwan Kim

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Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management

By: Ludwig B. Chincarini,Daehwan Kim

Average ratings

N/A

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Solve jigsaw puzzle

Age

Page Count

800

Publisher

McGraw Hill Professional

Published Date

ISBN 10

1264268939

ISBN 13

9781264268931

Book's by Daehwan Kim

Quantitative Equity Portfolio Management

Quantitative Equity Portfolio Management

Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management

Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management

Quantitative Equity Portfolio Management

Quantitative Equity Portfolio Management

Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management

Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management

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