Quantitative Equity Portfolio Management: An Active

Ive Methods to Construct and Manage a High Performance Euity Portfolio uantitative Euity Portfolio Management is a comprehensive guide to the entire process of constructing and managing a high yield uantitative euity portfolio This detailed handbook begins with the basic principles of uantitative active management and then clearly outlines how to build an euity portfolio using those powerful concepts Financial 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 Readers 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 Filled with proven investment strategies and tools for developing new ones uantitative Euity Portfolio Management featuresA complete easy to apply methodology for creating an euity portfolio that maximizes returns and minimizes risks The latest techniues for building optimization into a professionally managed portfolio An accompanying CD with a wide range of practical exercises and solutions using actual historical stock data An excellent melding of financial theory with real world practice A wealth of down to earth financial examples and case studies Each chapter of this all in one por.

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❰Reading❯ ➶ Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment and Finance) Author Ludwig B Chincarini – Coinfetti.co Praise for uantitative Euity Portfolio Management A must have reference for any euity portfolio manager or MBA student this book is a comprehensive guide to all aspects of euity portfolio management fPraise for uantitative Euity Portfolio Management A must have reference for any euity portfolio manager or MBA student this book is a comprehensive guide to all aspects of euity portfolio management from factor models to tax managementERIC ROSENFELD Principal Co founder of JWM Partners This is an ambitious book that both develops the broad range of artillery employed in uantitative euity investment management and provides the reader with a host of relevant practical examples The book excels in melding theory with practiceSTEPHEN A ROSS Franco Modigliani Professor of Financial Economics Massachusetts Institute of Technology The book is very comprehensive in its coverage detailed in its discussions and written from a practical perspective without sacrificing needed rigorDAVID BLITZER Managing Director and Chairman Standard Poor s Index Committee 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 settingMARK HOLOWESKO CEO and Founder Templeton Capital Advisors This text provides an excellent synthesis of a broad range of uantitative portfolio management methods In addition there are a number of insightful innovations that extend and improve current techniuesDAN DIBARTOLOMEO President and Founder Northfield Information Services Inc Capitalize on Today s Most Powerful uantitat.

Quantitative Equity Portfolio Management: An Active

Quantitative Equity Portfolio Management: An Active Ludwig B Chincarini CFA PhD is an Associate Professor of Finance in the School of Management at the University of San Francisco as well as Director of uantitative Strategies for United States Commodity Funds with over fifteen years of experience in the financial industry specializing in portfolio management uantitative euity management and derivatives He also works with an angel group to help start up companies Prior to that ne was a member of the academic council of Index I which was bought by NY Life in 2015 where he was instrumental in creating and developing some of the newest alternative ETFs like AI the first hedge fund replicator CPI the first real return inflation hedged vehicle and MNA the first risk arbitrage ETF as well as others He was on academic council to FutureAdvisor which was bought by Blackrock in 2015 He was Director of Research at Rydex Global Advisors now Guggenheim where he co developed the SP 500 eual weight index designed the successful ETF RSP and helped launch the Rydex ETF program He helped build an internet brokerage firm FOLIOfn designing its innovative basket trading and portfolio management platform He also worked at the Bank for International Settlements BIS and Schroders He received a PhD from the Massachusetts Institute of Technology and an BA from the University of California at Berkeley

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