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2024-11-22

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



图书描述

"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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Quantitative Equity Portfolio Management pdf epub mobi txt 电子书 下载
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很务实

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非!常!牛!逼!甚至连每章后面的references都闪闪发光✨

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没什么卵用

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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.

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还不如看CO的书。

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


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