Quantitative Equity Portfolio Management

ebook An Active Approach to Portfolio Construction and Management · McGraw-Hill Library of Investment and Finance

By Ludwig B. Chincarini

cover image of Quantitative Equity Portfolio Management

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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.

Quantitative Equity Portfolio Management