Quantitative Equity Portfolio Management 2025 pdf epub mobi 電子書 下載


Quantitative Equity Portfolio Management

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Quantitative Equity Portfolio Management pdf epub mobi 著者簡介


Quantitative Equity Portfolio Management pdf epub mobi 圖書描述

"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.

Quantitative Equity Portfolio Management 2025 pdf epub mobi 電子書 下載

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發表於2025-03-05

Quantitative Equity Portfolio Management 2025 pdf epub mobi 電子書 下載

Quantitative Equity Portfolio Management 2025 pdf epub mobi 電子書 下載

Quantitative Equity Portfolio Management 2025 pdf epub mobi 電子書 下載



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Quantitative Equity Portfolio Management pdf epub mobi 讀後感

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出版者:Chapman and Hall/CRC
作者:Edward E. Qian
出品人:
頁數:464
譯者:
出版時間:2007-5-11
價格:USD 99.95
裝幀:Hardcover
isbn號碼:9781584885580
叢書系列:

圖書標籤: 量化投資  Quant  金融  量化  金融工程  量化交易  投資  quant   


Quantitative Equity Portfolio Management 2025 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Quantitative Equity Portfolio Management pdf epub mobi 用戶評價

評分

2012年錢博士所贈。量化投資不錯的書。

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非!常!牛!逼!甚至連每章後麵的references都閃閃發光✨

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good

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看瞭前言,大概就是迴顧基本麵分析、技術分析、學院派有效市場假說、無效異象與因子;對金融市場的認識與信念、風險;不認同EMH、緻敬FLAM、追尋Alpha;用行為學給量化寬客壯膽……

評分

A thorough book - 看完整本書再迴頭看前麵的章節, 溫故而知新. I finally understand why people make unrealistically simplified assumptions (like normal) and run simulations based on them. At least they provide us some insightful guidance when we have no clue how the world truly looks like and behaves. No one has and will have a clue.

Quantitative Equity Portfolio Management 2025 pdf epub mobi 電子書 下載


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