Quantitative Equity Portfolio Management

Modern Techniques and Applications

Omschrijving

Reviews quantitative investment strategies and factors that are commonly used in practice, including value, momentum, and quality, accompanied by their academic origins. This work presents advanced techniques and applications in return forecasting models, risk management, portfolio construction, and portfolio implementation.
€ 134,85
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€ 19,95 binnen Nederland
Schrijver
Qian, Edward E., Hua, Ronald H., Sorensen, Eric H.
Titel
Quantitative Equity Portfolio Management
Uitgever
Taylor & Francis Inc
Jaar
2007
Taal
Engels
Pagina's
464
Gewicht
792 gr
EAN
9781584885580
Afmetingen
241 x 163 x 30 mm
Bindwijze
Gebonden

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