Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management

Quantitative Equity Portfolio Management provides a comprehensive guide to building and managing high-performance equity portfolios using powerful quantitative methods, updated with new data, research, and insights. Renowned quant experts Ludwig Chincarini and Daehwan Kim explain foundational principles and provide clear explanations of various topics, including basic models, factors, factor choice, stock screening and ranking, fundamental factor models, economic factor models, and forecasting factor premiums and exposures. The book includes practical problems with solutions and labs, a brief history of financial theory, fundamental models of stock returns, a basic review of mathematical and statistical concepts, and an entertaining explanation and quantitative approach to the casino game of craps.

Format: Hardback
Length: 800 pages
Publication date: 01 December 2022
Publisher: McGraw-Hill Education

Quantitative Equity Portfolio Management, a classic guide that has taught generations of investors how to build high-yield quant portfolios, has been fully updated with new data, research, information, and insights, along with the latest, most powerful quantitative tools and methods. Renowned quant experts Ludwig Chincarini and Daehwan Kim walk you through the foundational principles of quantitative active management and explain how to build an equity portfolio using those powerful concepts. They provide clear explanations of all the topics you need to know, 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. Inside, you'll find: Proven methodology for creating an equity portfolio that maximizes returns and minimizes risks Techniques for creating a professionally managed portfolio Practical melding of financial theory with real-world practice Illustrative financial examples and case studies Every chapter has accompanying practical problems with solutions and labs using real data available online. In addition, the book as a whole has online 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. Quantitative Equity Portfolio Management delivers everything you need to build a solid equity portfolio for your clients.

Weight: 1071g
ISBN-13: 9781264268924
Edition number: 2 ed