Quantitative Equity Investing
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Quantitative Equity Investing
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Author : Frank J. Fabozzi
language : en
Publisher: John Wiley & Sons
Release Date : 2010-01-29
Quantitative Equity Investing written by Frank J. Fabozzi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-01-29 with Business & Economics categories.
A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios. Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm address the essential elements of this discipline, including financial model building, financial engineering, static and dynamic factor models, asset allocation, portfolio models, transaction costs, trading strategies, and much more. They also provide ample illustrations and thorough discussions of implementation issues facing those in the investment management business and include the necessary background material in probability, statistics, and econometrics to make the book self-contained. Written by a solid author team who has extensive financial experience in this area Presents state-of-the art quantitative strategies for managing equity portfolios Focuses on the implementation of quantitative equity asset management Outlines effective analysis, optimization methods, and risk models In today's financial environment, you have to have the skills to analyze, optimize and manage the risk of your quantitative equity investments. This guide offers you the best information available to achieve this goal.
The Current State Of Quantitative Equity Investing
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Author : Ying L. Becker
language : en
Publisher: CFA Institute Research Foundation
Release Date : 2018-05-10
The Current State Of Quantitative Equity Investing written by Ying L. Becker and has been published by CFA Institute Research Foundation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-10 with Business & Economics categories.
Quantitative equity management techniques are helping investors achieve more risk efficient and appropriate investment outcomes. Factor investing, vetted by decades of prior and current research, is growing quickly, particularly in in the form of smart-beta and ETF strategies. Dynamic factor-timing approaches, incorporating macroeconomic and investment conditions, are in the early stages but will likely thrive. A new generation of big data approaches are rendering quantitative equity analysis even more powerful and encompassing.
Quantitative Equity Portfolio Management
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Author : Edward E. Qian
language : en
Publisher: CRC Press
Release Date : 2007-05-11
Quantitative Equity Portfolio Management written by Edward E. Qian and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-05-11 with Business & Economics categories.
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
Principles Of Quantitative Equity Investing
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Author : Ray Sugata
language : en
Publisher:
Release Date : 2015
Principles Of Quantitative Equity Investing written by Ray Sugata and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Investment analysis categories.
Principles Of Quantitative Equity Investing
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Author : Sugata Ray
language : en
Publisher: FT Press
Release Date : 2015-05-30
Principles Of Quantitative Equity Investing written by Sugata Ray and has been published by FT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-30 with Business & Economics categories.
In Principles of Quantitative Equity Investing, pioneering financial researcher Dr. Sugata Ray demonstrates how to invest successfully in US equities with quantitative strategies, using rigorous rule sets to decide when and what to trade. Whether you’re a serious investor, professional advisor, or student of finance, Ray will help you determine the optimal quantitative rules for your investing objectives, and then "backtest" their performance through any historical time period. He demonstrates each key technique using state-of-the-art Equities Lab software — and this book comes with 20 weeks of free access to Equities Lab, plus a discount on its purchase. Ray covers key topics including stock screening, portfolio rebalancing, market timing, returns and dividends, benchmarks, bespoke measures, and more. He also presents a series of powerful screens built by many of the world’s most successful investors. Together, this guidebook and software combine to offer a turnkey solution for creating virtually any quantitative strategy, and then accurately estimating its performance and risk characteristics — helping you systematically maximize your profits and control your risk.
Equity Management The Art And Science Of Modern Quantitative Investing Second Edition
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Author : Bruce I. Jacobs
language : en
Publisher: McGraw Hill Professional
Release Date : 2016-10-28
Equity Management The Art And Science Of Modern Quantitative Investing Second Edition written by Bruce I. Jacobs and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-28 with Business & Economics categories.
The classic guide to quantitative investing—expanded and updated for today’s increasingly complex markets From Bruce Jacobs and Ken Levy—two pioneers of quantitative equity management—the go-to guide to stock selection has been substantially updated to help you build portfolios in today’s transformed investing landscape. A powerful combination of in-depth research and expert insights gained from decades of experience, Equity Management, Second Edition includes 24 new peer-reviewed articles that help leveraged long-short investors and leverage-averse investors navigate today’s complex and unpredictable markets. Retaining all the content that made an instant classic of the first edition—including the authors’ innovative approach to disentangling the many factors that influence stock returns, unifying the investment process, and integrating long and short portfolio positions—this new edition addresses critical issues. Among them-- • What’s the best leverage level for long-short and leveraged long-only portfolios? • Which behavioral characteristics explain the recent financial meltdown and previous crises? • What is smart beta—and why should you think twice about using it? • How do option-pricing theory and arbitrage strategies lead to market instability? • Why are factor-based strategies on the rise? Equity Management provides the most comprehensive treatment of the subject to date. More than a mere compilation of articles, this collection provides a carefully structured view of modern quantitative investing. You’ll come away with levels of insight and understanding that will give you an edge in increasingly complex and unpredictable markets. Well-established as two of today’s most innovative thinkers, Jacobs and Levy take you to the next level of investing. Read Equity Management and design the perfect portfolio for your investing goals.
Quantitative Equity Portfolio Management Second Edition An Active Approach To Portfolio Construction And Management
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Author : Ludwig B. Chincarini
language : en
Publisher: McGraw Hill Professional
Release Date : 2022-09-06
Quantitative Equity Portfolio Management Second Edition An Active Approach To Portfolio Construction And Management written by Ludwig B. Chincarini and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-09-06 with Business & Economics categories.
Construct and manage a high-performance equity portfolio using today's most powerful quantitative methods The classic guide that taught a generation of investors how to build high-yield quant portfolios, Quantitative Equity Portfolio Management 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 to create 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.
Equity Valuation And Portfolio Management
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Author : Frank J. Fabozzi
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-20
Equity Valuation And Portfolio Management written by Frank J. Fabozzi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-20 with Business & Economics categories.
A detailed look at equity valuation and portfolio management Equity valuation is a method of valuing stock prices using fundamental analysis to determine the worth of the business and discover investment opportunities. In Equity Valuation and Portfolio Management Frank J. Fabozzi and Harry M. Markowitz explain the process of equity valuation, provide the necessary mathematical background, and discuss classic and new portfolio strategies for investment managers. Divided into two comprehensive parts, this reliable resource focuses on valuation and portfolio strategies related to equities. Discusses both fundamental and new techniques for valuation and strategies Fabozzi and Markowitz are experts in the fields of investment management and economics Includes end of chapter bullet point summaries, key chapter take-aways, and study questions Filled with in-depth insights and practical advice, Equity Valuation and Portfolio Management will put you in a better position to excel at this challenging endeavor.
Quantitative Equity Portfolio Management
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Author : Ludwig B. Chincarini
language : en
Publisher:
Release Date : 2006
Quantitative Equity Portfolio Management written by Ludwig B. Chincarini and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Investment analysis categories.
With quantitative investment strategies gaining in popularity, a new breed of investment professional is devising increasingly successful strategies to exploit market anomalies. Quantitative Equity Portfolio Management: Modern Techniques and Applications provides a self-contained review of quantitative investment strategies and theoretical explanations behind market inefficiencies. It discusses the return forecasting and risk models, portfolio construction, and trade implementation. This book solves problems related to quantitative model building, illustrating concepts and solutions with numerical and empirical examples. While rooted in traditional academic research, the book provides more advanced and practical methods for portfolio management, such as nonlinear, contextual, and factor-timing alpha models.
Equity Management
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Author : Bruce I. Jacobs
language : en
Publisher: McGraw-Hill Companies
Release Date : 2000-01
Equity Management written by Bruce I. Jacobs and has been published by McGraw-Hill Companies this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-01 with Business & Economics categories.
This text compiles previously published, reviewed journal pieces on quantitative equity investing, and groups the works into coherent sections, allowing the reader to introduce, interpret, and integrate the material. Topics include engineering portfolios and long-short strategies.