The item you selected is unavailable, but we found something similar.

Picture 1 of 1

Stock photo

Quantitative Equity Portfolio Management: Modern Techniques And Application... - Picture 1 of 1

Chapman and Hall/CRC Financial Mathematics Ser.: Quantitative Equity Portfolio Management : Modern Techniques and Applications by Ronald H. Hua, Edward E. Qian and Eric H. Sorensen (2007, Hardcover)

Be the first towrite a review.

Prepbooks (194438)
99.7% positive feedback

Price:

$144.54

Free shipping

Estimated delivery Fri, Jun 28 - Mon, Jul 1

Returns:

30 days returns. Buyer pays for return shipping.

Condition:

Brand New

Number of Pages: 444. Weight: 1.71 lbs. Publication Date: 2007-04-01. Publisher: CRC Press.

About this product

Product Information

Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. While many texts are devoted to these disciplines, few deal with quantitative equity investing in a systematic and mathematical framework that is suitable for quantitative investment students. Providing a solid foundation in the subject, Quantitative Equity Portfolio Management: Modern Techniques and Applications presents a self-contained overview and a detailed mathematical treatment of various topics. From the theoretical basis of behavior finance to recently developed techniques, the authors review quantitative investment strategies and factors that are commonly used in practice, including value, momentum, and quality, accompanied by their academic origins. They present advanced techniques and applications in return forecasting models, risk management, portfolio construction, and portfolio implementation that include examples such as optimal multi-factor models, contextual and nonlinear models, factor timing techniques, portfolio turnover control, Monte Carlo valuation of firm values, and optimal trading. In many cases, the text frames related problems in mathematical terms and illustrates the mathematical concepts and solutions with numerical and empirical examples. Ideal for students in computational and quantitative finance programs, Quantitative Equity Portfolio Management serves as a guide to combat many common modeling issues and provides a rich understanding of portfolio management using mathematical analysis.

Product Identifiers

Publisher
CRC Press LLC
ISBN-10
1584885580
ISBN-13
9781584885580
eBay Product ID (ePID)
50950569

Product Key Features

Number of Pages
464 Pages
Language
English
Publication Name
Quantitative Equity Portfolio Management : Modern Techniques and Applications
Publication Year
2007
Subject
Investments & Securities / Portfolio Management, Finance / General, Probability & Statistics / General, General
Type
Textbook
Subject Area
Business & Economics, Mathematics
Author
Ronald H. Hua, Edward E. Qian, Eric H. Sorensen
Series
Chapman and Hall/Crc Financial Mathematics Ser.
Format
Hardcover

Dimensions

Item Height
1.2 in
Item Weight
26.5 Oz
Item Length
9.4 in
Item Width
6.2 in

Additional Product Features

Intended Audience
College Audience
LCCN
2006-100572
Dewey Edition
22
Illustrated
Yes
Dewey Decimal
332.6
Lc Classification Number
Hg4529.5
Table of Content
INTRODUCTION: BELIEFS, RISK, PROCESS Beliefs Risks Quantitative Investment Process PORTFOLIO THEORY Distributions of Investment Returns Optimal Portfolios Capital Asset Pricing Model (CAPM) Characteristic Portfolios RISK MODELS AND RISK ANALYSIS Arbitrage Pricing Theory and APT models Risk Analysis Contribution to Value at Risk EVALUATION OF ALPHA FACTORS Alpha Performance Benchmarks-The Ratios Single Period Skill: Information Coefficient Multi-Period Ex Ante Information Rati Empirical Examples QUANTITATIVE FACTORS Value Factors Quality Factors Momentum Factors VALUATION TECHNIQUES AND VALUE CREATION Valuation Framework Free Cash Flow Modeling Business Economics of a Firm Cost of Capital Explicit Period, Fade Period, and Terminal Value Multi-Path Discounted Cash Flow Analysis MULTI-FACTOR ALPHA MODELS Single-Period Composite IC of a Multi-Factor Model Optimal Alpha Model-An Analytical Derivation Factor Correlation versus IC Correlation Composite Alpha Model with Orthogonalized Factors Fama-Macbeth Regression and Optimal Alpha Model PORTFOLIO TURNOVER AND OPTIMAL ALPHA MODEL Turnover of Fixed-Weight Portfolios Turnover Due to Forecast Change Turnover of Composite Forecasts Information Horizon and Lagged Forecasts Optimal Alpha Model under Turnover Constraint Small Trades and Turnover ADVANCED ALPHA MODELING TECHNIQUES Contextual Modeling Mathematical Analysis of Contextual Modeling Empirical Examination of Contextual Approach Sector versus Contextual Modeling Modeling Nonlinear Effects FACTOR TIMING MODELS Calendar Effect-Behavioral Reasons Calendar Effect-Empirical Results The Earning Season Effect Macro Timing Models PORTFOLIO CONSTRAINTS AND INFORMATION RATIO Sector Neutral Constraint Long-Short Ration of Unconstrained Portfoli Long-Only Portfolios The IR of Long-Only and Long-Short Portfolios TRANSACTION COSTS & PORTFOLIO IMPLEMENTATION Components of Transaction Costs Optimal Portfolios with Transaction Costs-Single Asset Optimal Portfolios with Transaction Costs-Multi Asset Portfolio Trading Strategies Optimal Trading Horizon Optimal Trading Strategies-Portfolios of Stocks
Copyright Date
2007

All listings for this product

item 1 Chapman and Hall/CRC Financial Mathematics Ser.: Quantitative Equity...
$50.00
Free shipping
item 2 Quantitative Equity Portfolio Management - Hardcover, by Qian Edward E.; - Good
$64.97
Free shipping
item 3 Quantitative Equity Portfolio Management: Modern Techniques and Applications (Ch
$65.99
Free shipping
item 4 Quantitative Equity Portfolio Management: Modern Techniques and Applications
$81.67
Free shipping
item 5 Quantitative Equity Portfolio Management: Modern Techniques And Application...
$144.54
Free shipping
item 6 Quantitative Equity Portfolio Management: Modern Techniques and Applications by
$147.97
Free shipping
item 7 Quantitative Equity Portfolio Management: Modern Techniques and Applications
$151.77
Free shipping

See all 10

Best Selling in Textbooks

See all

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- Best Selling in Textbooks

Designing Data-Intensive Applications : The Big Ideas Behind Reliable, Scalable, and Maintainable Systems by Martin Kleppmann (2017, Trade Paperback)
4.9 out of 5 stars based on 17 product ratings
$18.00 New
$16.99 Used
Self Heal by Design : The Role of Micro-Organisms for Health by Barbara O'Neill (2018, Trade Paperback)
5.0 out of 5 stars based on 24 product ratings
$28.60 New
---- Used
Research Design : Qualitative, Quantitative, and Mixed Methods Approaches by J. David Creswell and John W. Creswell (2022, Trade Paperback)
4.2 out of 5 stars based on 5 product ratings
$15.00 New
$6.99 Used
Leadership : Theory and Practice by Peter G. Northouse (2021, Trade Paperback, Revised edition)
5.0 out of 5 stars based on 1 product rating
$18.39 New
$8.99 Used
Applications of Motivational Interviewing Ser.: Motivational Interviewing : Helping People Change and Grow by Stephen Rollnick and William R. Miller (2023, Hardcover)
4.0 out of 5 stars based on 1 product rating
$24.20 New
$17.89 Used
Cognitive Behavior Therapy : Basics and Beyond by Judith S. Beck (2020, Hardcover)
5.0 out of 5 stars based on 4 product ratings
$16.80 New
$9.99 Used
Diagnostic and Statistical Manual of Mental Disorders DSM-5-TR by American Psychiatric Association (2022, Trade Paperback)
4.7 out of 5 stars based on 21 product ratings
$36.90 New
$6.00 Used

Save on Textbooks

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- Save on Textbooks

Coming to Michigan: Millhisler
$20.10
Trending at $30.88
Research Design : Qualitative, Quantitative, and Mixed Methods Approaches by J.
$20.00
Trending at $20.98
Encyclopedia of Counseling : Master Review and Tutorial for the National...
$20.00
Trending at $23.98
Cognitive Behavior Therapy : Basics and Beyond by Judith S. Beck(2020) Hardcover
$18.00
Trending at $19.69
Organic Chemistry As a Second Language : First Semester Topics by David R. Klein
$22.00
Trending at $24.99
NFPA 70 Handbook with Tabs 2023 Edition by National Fire Protection...
$56.89
Trending at $64.50

Shop by category

Picture 1 of 1

Chapman and Hall/CRC Financial Mathematics Ser.: Quantitative Equity Portfolio Management : Modern Techniques and Applications by Ronald H. Hua, Edward E. Qian and Eric H. Sorensen (2007, Hardcover)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

All listings for this product

item 1 Chapman and Hall/CRC Financial Mathematics Ser.: Quantitative Equity...

item 2 Quantitative Equity Portfolio Management - Hardcover, by Qian Edward E.; - Good

item 3 Quantitative Equity Portfolio Management: Modern Techniques and Applications (Ch

item 4 Quantitative Equity Portfolio Management: Modern Techniques and Applications

item 5 Quantitative Equity Portfolio Management: Modern Techniques And Application...

item 6 Quantitative Equity Portfolio Management: Modern Techniques and Applications by

item 7 Quantitative Equity Portfolio Management: Modern Techniques and Applications

Best Selling in Textbooks

Designing Data-Intensive Applications : The Big Ideas Behind Reliable, Scalable, and Maintainable Systems by Martin Kleppmann (2017, Trade Paperback)

Self Heal by Design : The Role of Micro-Organisms for Health by Barbara O'Neill (2018, Trade Paperback)

Research Design : Qualitative, Quantitative, and Mixed Methods Approaches by J. David Creswell and John W. Creswell (2022, Trade Paperback)

Leadership : Theory and Practice by Peter G. Northouse (2021, Trade Paperback, Revised edition)

Applications of Motivational Interviewing Ser.: Motivational Interviewing : Helping People Change and Grow by Stephen Rollnick and William R. Miller (2023, Hardcover)

Cognitive Behavior Therapy : Basics and Beyond by Judith S. Beck (2020, Hardcover)

Diagnostic and Statistical Manual of Mental Disorders DSM-5-TR by American Psychiatric Association (2022, Trade Paperback)

Save on Textbooks

Coming to Michigan: Millhisler

Research Design : Qualitative, Quantitative, and Mixed Methods Approaches by J.

Encyclopedia of Counseling : Master Review and Tutorial for the National...

Cognitive Behavior Therapy : Basics and Beyond by Judith S. Beck(2020) Hardcover

Organic Chemistry As a Second Language : First Semester Topics by David R. Klein

NFPA 70 Handbook with Tabs 2023 Edition by National Fire Protection...

You may also like

Management Techniques Hardcover Nonfiction Books

Fiction Hardcover H. A. Rey & Books

D. H. Lawrence Modern Library Hardcover Antiquarian & Collectible Books

Literature, Modern D. H. Lawrence Hardcover Antiquarian & Collectible Books

Financial Accounting Hardcover Textbooks

Mathematics Hardcover Textbooks