"Quantitative 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 Applications" presents a self-contained overview and a detailed mathematical treatment of various topics. From the theoretical basis of behavior finance to recently developed techniques, the authors review quantitative investment strategies and factors that are commonly used in practice, including value, momentum, and quality, accompanied by their academic origins. They present advanced techniques and applications in return forecasting models, risk management, portfolio construction, and portfolio implementation that include examples such as optimal multi-factor models, contextual and nonlinear models, factor timing techniques, portfolio turnover control, Monte Carlo valuation of firm values, and optimal trading. In many cases, the text frames related problems in mathematical terms and illustrates the mathematical concepts and solutions with numerical and empirical examples. Ideal for students in computational and quantitative finance programs, "Quantitative Equity Portfolio Management" serves as a guide to combat many common modeling issues and provides a rich understanding of portfolio management using mathematical analysis.
0 有用 @枫 2023-09-22 23:29:19 山东
全面入门,老生常谈的因子部分很值得参考
0 有用 Lin 2017-02-27 20:47:23
也很经典
0 有用 JFan 2018-07-31 15:16:48
没什么卵用
0 有用 梨花三千喵 2021-12-30 00:51:51
圣诞假期刷完了,受益匪浅。
1 有用 orlando 2012-02-13 19:50:13
能把多因子用到这份上也算尽心竭力,当然,结果还是
0 有用 Shetc 2024-01-13 13:57:51 陕西
入门来看了
0 有用 @枫 2023-09-22 23:29:19 山东
全面入门,老生常谈的因子部分很值得参考
0 有用 梨花三千喵 2021-12-30 00:51:51
圣诞假期刷完了,受益匪浅。
0 有用 Kratos 2020-08-27 07:26:44
因子投资领域入门之作
0 有用 aakpon 2020-04-13 05:36:16
A thorough book - 看完整本书再回头看前面的章节, 温故而知新. I finally understand why people make unrealistically simplified assumptions (like normal) and run simulations based on them. At least they provide us some insi... A thorough book - 看完整本书再回头看前面的章节, 温故而知新. I finally understand why people make unrealistically simplified assumptions (like normal) and run simulations based on them. At least they provide us some insightful guidance when we have no clue how the world truly looks like and behaves. No one has and will have a clue. (展开)