• Free delivery over $50 nationwide
  • 14 days money back guarantee
  • Lowest price guarantee in Australia

Quantitative Equity Portfolio Management

Quantitative Equity Portfolio Management

ISBN 9780071459396
Edition 1
Publication Date
Publisher McGraw-Hill Australia
Author(s)
Overview

I An overview of QEPM

1. the Power of QEPM

2. The Fundamentals of QEPM

3. Basic QEPM Models

II Portfolio Construction and Maintenance

4. Factors and Factor Choice

5. Stock Screening and Ranking

6. Fundamentals Factor Models

7. Economic Factor Models

8. Forecasting Factor Premiums and Exposures

9. Portfolio Weights

10. Rebalancing and Transactions Costs

11. Tax Management

III Mojo

12. Leverage

13. Market Neutral

14. Bayesian

IV Performance Analysis

15. Perfomance Measurement and Attribution

V Practical Application

16. The Backtesting Process

17. The Portfilios' Performance

Contents of CD

Glossary

Bibliography

Index

Leaves warehouse in 14 - 28 business days

Savings : $26.44 (23% off)

or buy now & pay later with

Related Searches