{"product_id":"quantitative-equity-portfolio-management-an-active-approach-to-portfolio-construction-and-management-mcgraw-hill-library-of-investment-and-finance-1st-edition","title":"Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment and Finance) 1st Edition","description":"\u003cdiv data-cel-widget=\"bookDescription_feature_div\" data-csa-c-id=\"dpt3t1-2t2uxg-b649pi-d9hvdo\" data-csa-c-is-in-initial-active-row=\"false\" data-csa-c-asin=\"1894020928\" data-csa-c-slot-id=\"bookDescription_feature_div\" data-csa-c-content-id=\"bookDescription\" data-csa-c-type=\"widget\" data-feature-name=\"bookDescription\" class=\"celwidget\" id=\"bookDescription_feature_div\"\u003e\n\u003cdiv class=\"a-expander-collapsed-height a-row a-expander-container a-spacing-base a-expander-partial-collapse-container\" data-a-expander-collapsed-height=\"140\" data-a-expander-name=\"book_description_expander\"\u003e\n\u003cdiv class=\"a-expander-content a-expander-partial-collapse-content\" aria-expanded=\"false\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv id=\"bookDescription_feature_div\" class=\"celwidget\" data-feature-name=\"bookDescription\" data-csa-c-type=\"widget\" data-csa-c-content-id=\"bookDescription\" data-csa-c-slot-id=\"bookDescription_feature_div\" data-csa-c-asin=\"3764370327\" data-csa-c-is-in-initial-active-row=\"false\" data-csa-c-id=\"5zklon-bw1u6k-z3892-tavvr7\" data-cel-widget=\"bookDescription_feature_div\"\u003e\n\u003cdiv data-a-expander-name=\"book_description_expander\" data-a-expander-collapsed-height=\"140\" class=\"a-expander-collapsed-height a-row a-expander-container a-spacing-base a-expander-partial-collapse-container\"\u003e\n\u003cdiv aria-expanded=\"false\" class=\"a-expander-content a-expander-partial-collapse-content\"\u003e\n\u003cdiv id=\"bookDescription_feature_div\" class=\"celwidget\" data-feature-name=\"bookDescription\" data-csa-c-type=\"widget\" data-csa-c-content-id=\"bookDescription\" data-csa-c-slot-id=\"bookDescription_feature_div\" data-csa-c-asin=\"007041999X\" data-csa-c-is-in-initial-active-row=\"false\" data-csa-c-id=\"sg190u-1rtisr-p8f0cr-6wwolk\" data-cel-widget=\"bookDescription_feature_div\"\u003e\n\u003cdiv data-a-expander-name=\"book_description_expander\" data-a-expander-collapsed-height=\"140\" class=\"a-expander-collapsed-height a-row a-expander-container a-spacing-base a-expander-partial-collapse-container\"\u003e\n\u003cdiv aria-expanded=\"false\" class=\"a-expander-content a-expander-partial-collapse-content\"\u003e\n\u003cdiv id=\"bookDescriptionBox\" itemprop=\"reviewBody\"\u003e\n\u003cdiv class=\"a-expander-content a-expander-partial-collapse-content a-expander-content-expanded\" aria-expanded=\"true\"\u003e\n\u003cdiv data-cel-widget=\"bookDescription_feature_div\" data-csa-c-id=\"rt8jie-q04nm6-qesdv8-ulpusl\" data-csa-c-is-in-initial-active-row=\"false\" data-csa-c-asin=\"3038215872\" data-csa-c-slot-id=\"bookDescription_feature_div\" data-csa-c-content-id=\"bookDescription\" data-csa-c-type=\"widget\" data-feature-name=\"bookDescription\" class=\"celwidget\" id=\"bookDescription_feature_div\"\u003e\n\u003cdiv class=\"a-expander-collapsed-height a-row a-expander-container a-spacing-base a-expander-partial-collapse-container\" data-a-expander-collapsed-height=\"140\" data-a-expander-name=\"book_description_expander\"\u003e\n\u003cdiv class=\"a-expander-content a-expander-partial-collapse-content\" aria-expanded=\"false\"\u003e\n\u003cdiv class=\"a-expander-content a-expander-partial-collapse-content a-expander-content-expanded\" aria-expanded=\"true\"\u003e\n\u003cdiv class=\"a-expander-content a-expander-partial-collapse-content a-expander-content-expanded\" aria-expanded=\"true\"\u003e\n\u003cdiv data-cel-widget=\"bookDescription_feature_div\" data-csa-c-id=\"94b1p9-hba8y3-ooxjzn-frtn0e\" data-csa-c-is-in-initial-active-row=\"false\" data-csa-c-asin=\"1920744983\" data-csa-c-slot-id=\"bookDescription_feature_div\" data-csa-c-content-id=\"bookDescription\" data-csa-c-type=\"widget\" data-feature-name=\"bookDescription\" class=\"celwidget\" id=\"bookDescription_feature_div\"\u003e\n\u003cdiv class=\"a-expander-collapsed-height a-row a-expander-container a-spacing-base a-expander-partial-collapse-container\" data-a-expander-collapsed-height=\"140\" data-a-expander-name=\"book_description_expander\"\u003e\n\u003cdiv class=\"a-expander-content a-expander-partial-collapse-content\" aria-expanded=\"false\"\u003e\n\u003cp\u003e\u003cstrong\u003e\u003cspan class=\"a-text-bold\"\u003ePraise for \u003c\/span\u003e\u003cspan class=\"a-text-bold a-text-italic\"\u003eQuantitative Equity Portfolio Management\u003c\/span\u003e\u003c\/strong\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan class=\"a-text-italic\"\u003e“A must-have reference for any equity portfolio manager or MBA student, this book is a comprehensive guide to all aspects of equity portfolio management, from factor models to tax management.”\u003c\/span\u003e\u003cspan\u003e ERIC ROSENFELD, Principal \u0026amp; Co-founder of JWM Partners\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan class=\"a-text-italic\"\u003e“This is an ambitious book that both develops the broad range of artillery employed in quantitative equity investment management and provides the reader with a host of relevant practical examples. The book excels in melding theory with practice.”\u003c\/span\u003e\u003cspan\u003e STEPHEN A. ROSS, Franco Modigliani Professor of Financial Economics, Massachusetts Institute of Technology\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan class=\"a-text-italic\"\u003e“The book is very comprehensive in its coverage, detailed in its discussions and written from a practical perspective without sacrificing needed rigor.”\u003c\/span\u003e\u003cspan\u003e DAVID BLITZER, Managing Director and Chairman, Standard \u0026amp; Poor's Index Committee\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan class=\"a-text-italic\"\u003e“Making the transition from the walls of academia to Wall Street has traditionally been a difficult task…This book provides this link in a successful and engaging fashion, giving students of finance a road map for the application of financial theories in a real-world setting.”\u003c\/span\u003e\u003cspan\u003e MARK HOLOWESKO, CEO and Founder, Templeton Capital Advisors\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan class=\"a-text-italic\"\u003e“This text provides an excellent synthesis of a broad range of quantitative portfolio management methods…In addition, there are a number of insightful innovations that extend and improve current techniques.”\u003c\/span\u003e\u003cspan\u003e DAN DIBARTOLOMEO, President and Founder, Northfield Information Services, Inc.\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan class=\"a-text-bold\"\u003eCapitalize on Today's Most Powerful Quantitative Methods to Construct and Manage a High-Performance Equity Portfolio\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan\u003eQuantitative Equity Portfolio Management is a comprehensive guide to the entire process of constructing and managing a high-yield quantitative equity portfolio. This detailed handbook begins with the basic principles of quantitative active management and then clearly outlines how to build an equity portfolio using those powerful concepts.\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan\u003eFinancial experts Ludwig Chincarini and Daehwan Kim provide clear explanations of topics ranging from basic models, factors and factor choice, and stock screening and ranking…to fundamental factor models, economic factor models, and forecasting factor premiums and exposures.\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan\u003eReaders will also find step-by-step coverage of portfolio weights… rebalancing and transaction costs…tax management…leverage…market neutral…Bayesian _…performance measurement and attribution…the back testing process…and portfolio performance.\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan\u003eFilled with proven investment strategies and tools for developing new ones, Quantitative Equity Portfolio Management features:\u003c\/span\u003e\u003c\/p\u003e\n\u003cul class=\"a-unordered-list a-vertical\"\u003e\n\u003cli\u003e\u003cspan class=\"a-list-item\"\u003e\u003cspan\u003eA complete, easy-to-apply methodology for creating an equity portfolio that maximizes returns and minimizes risks\u003c\/span\u003e\u003c\/span\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cspan class=\"a-list-item\"\u003e\u003cspan\u003eThe latest techniques for building optimization into a professionally managed portfolio\u003c\/span\u003e\u003c\/span\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cspan class=\"a-list-item\"\u003e\u003cspan\u003eAn accompanying CD with a wide range of practical exercises and solutions using actual historical stock data\u003c\/span\u003e\u003c\/span\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cspan class=\"a-list-item\"\u003e\u003cspan\u003eAn excellent melding of financial theory with real-world practice\u003c\/span\u003e\u003c\/span\u003e\u003c\/li\u003e\n\u003cli\u003e\n\u003cspan class=\"a-list-item\"\u003e\u003cspan\u003eA wealth of down-to-earth financial examples and case studies\u003c\/span\u003e\u003c\/span\u003e\n\u003cp\u003e\u003cspan\u003eEach chapter of this all-in-one portfolio management resource contains an appendix with valuable figures, tables, equations, mathematical solutions, and formulas. In addition, the book as a whole has appendices covering a brief history of financial theory, fundamental models of stock returns, a basic review of mathematical and statistical concepts, an entertaining explanation and quantitative approach to the casino game of craps, and other on-target supplemental materials.\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan\u003eAn essential reference for professional money managers and students taking advanced investment courses, Quantitative Equity Portfolio Management offers a full array of methods for effectively developing high-performance equity portfolios that deliver lucrative returns for clients.\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan class=\"a-text-bold\"\u003eAbout the Authors\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan class=\"a-text-bold\"\u003eLudwig B. Chincarini, Ph.D., CFA,\u003c\/span\u003e\u003cspan\u003e is a professor of finance at the University of San Francisco and on the academic board of IndexIQ. Previously, he was director of research at Rydex Global Advisors, the index mutual fund company. Prior to that, Dr. Chincarini was director of research at FOLIOfn, a brokerage firm that pioneered basket trading. He also worked at the Bank for International Settlements and holds a Ph.D. in economics from the Massachusetts Institute of Technology.\u003c\/span\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cspan class=\"a-text-bold\"\u003eDaehwan Kim, Ph.D.,\u003c\/span\u003e\u003cspan\u003e is a professor of economics at the American University in Bulgaria. Previously, he was employed as a financial economist for FOLIOfn. Dr. Kim also worked as a financial journalist, writing regular columns on financial markets for business media in Asia. He also holds a Ph.D. in economics from Harvard University.\u003c\/span\u003e\u003c\/p\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv data-cel-widget=\"globalStoreInfoBullets_feature_div\" data-csa-c-id=\"fqgdou-fdua35-keotqm-4zq335\" data-csa-c-is-in-initial-active-row=\"false\" data-csa-c-asin=\"1920744983\" data-csa-c-slot-id=\"globalStoreInfoBullets_feature_div\" data-csa-c-content-id=\"globalStoreInfoBullets\" data-csa-c-type=\"widget\" data-feature-name=\"globalStoreInfoBullets\" class=\"celwidget\" id=\"globalStoreInfoBullets_feature_div\"\u003e\u003cbr\u003e\u003c\/div\u003e\n\u003cdiv data-cel-widget=\"edpIngress_feature_div\" data-csa-c-id=\"j9u9qf-jgqifw-hdizqz-82oyly\" data-csa-c-is-in-initial-active-row=\"false\" data-csa-c-asin=\"1920744983\" data-csa-c-slot-id=\"edpIngress_feature_div\" data-csa-c-content-id=\"edpIngress\" data-csa-c-type=\"widget\" data-feature-name=\"edpIngress\" class=\"celwidget\" id=\"edpIngress_feature_div\"\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv data-cel-widget=\"edpIngress_feature_div\" data-csa-c-id=\"o8j1x1-2pxtr3-x8lvak-up9yhs\" data-csa-c-is-in-initial-active-row=\"false\" data-csa-c-asin=\"1894020928\" data-csa-c-slot-id=\"edpIngress_feature_div\" data-csa-c-content-id=\"edpIngress\" data-csa-c-type=\"widget\" data-feature-name=\"edpIngress\" class=\"celwidget\" id=\"edpIngress_feature_div\"\u003e\u003c\/div\u003e\n\u003cdiv class=\"a-section a-spacing-small a-padding-base\"\u003e\n\u003cdiv class=\"a-row a-expander-container a-expander-extend-container\"\u003e\u003cbr\u003e\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"a-section a-spacing-small a-padding-base\"\u003e\n\u003cdiv class=\"a-row a-expander-container a-expander-extend-container\"\u003e\u003cbr\u003e\u003c\/div\u003e\n\u003c\/div\u003e","brand":"ebooklok","offers":[{"title":"PDF","offer_id":56753712038219,"sku":null,"price":29.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/1031\/1204\/8971\/files\/610_ZwEh8uL._SL1000.jpg?v=1773058509","url":"https:\/\/bookread.io\/products\/quantitative-equity-portfolio-management-an-active-approach-to-portfolio-construction-and-management-mcgraw-hill-library-of-investment-and-finance-1st-edition","provider":"bookread","version":"1.0","type":"link"}