Quantitative Equity Portfolio Management pdf epub mobi txt 电子书 下载 2024


Quantitative Equity Portfolio Management

简体网页||繁体网页
Edward E. Qian
Chapman and Hall/CRC
2007-5-11
464
USD 99.95
Hardcover
9781584885580

图书标签: 量化投资  Quant  金融  量化  金融工程  量化交易  投资  quant   


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发表于2024-12-23

Quantitative Equity Portfolio Management epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Quantitative Equity Portfolio Management epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Quantitative Equity Portfolio Management pdf epub mobi txt 电子书 下载 2024



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"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.

Quantitative Equity Portfolio Management 下载 mobi epub pdf txt 电子书

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看了前言,大概就是回顾基本面分析、技术分析、学院派有效市场假说、无效异象与因子;对金融市场的认识与信念、风险;不认同EMH、致敬FLAM、追寻Alpha;用行为学给量化宽客壮胆……

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的确是我想找的书。稍尴尬的是现实可能就预设更复杂的约束和优化目标然后扔给电脑算了,导致我跳了所有计算证明毫不愧疚……

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