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.
Author | Ludwig B Chincarini |
Publisher | McGraw Hill Professional |
Release Date | 2010-08-18 |
ISBN | 9780071492386 |
Pages | 658 pages |
Rating | 4/5 (80 users) |