{"product_id":"9781264268924","title":"Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management","description":"\u003cb\u003eAuthor(s): Chincarini, Ludwig B., Kim, Daehwan\u003c\/b\u003e\u003cbr\u003e\u003cbr\u003e\n\n\u003cb\u003eThe classic guide that taught a generation of institutional investors how to construct and manage high-yield quant portfolios—now updated for the new generation\u003c\/b\u003e\u003cbr\u003e\u003cbr\u003e\u003ci\u003eQuantitative Equity Portfolio Management\u003c\/i\u003e is a comprehensive guide to the entire process of constructing and managing a high-yield quantitative equity portfolio. This detailed handbook begins with the basic principles of quantitative active management and then clearly outlines how to build an equity portfolio using those powerful concepts. \u003cbr\u003e\u003cbr\u003eThis edition of the go-to guide for quant investing has been updated with critical new data, information, and insights, including:\u003cbr\u003e\u003cp\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eAll table and graph data updated to 2020\u003c\/li\u003e\n\u003cli\u003eThe secret ingredients to building smart beta ETFs and mutual funds\u003c\/li\u003e\n\u003cli\u003eA new list of behavioral biases that lead to investment anomalies\u003c\/li\u003e\n\u003cli\u003eEntirely new factor definitions and test of their outperformance with real stock return data\u003c\/li\u003e\n\u003cli\u003eNew labs using real data written in R, MATLAB, and STATA with new techniques to optimize professional portfolios\u003c\/li\u003e\n\u003cli\u003eNew methods to deal with outlier data\u003c\/li\u003e\n\u003cli\u003eThe author’s new research on transaction cost problems\u003c\/li\u003e\n\u003cli\u003eDetailed uses of ESG data to create socially responsible portfolios\u003c\/li\u003e\n\u003cli\u003eDownloadable monthly factor returns from the authors\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003e\u003ci\u003eQuantitative Equity Portfolio Management\u003c\/i\u003e delivers a complete, easy-to-apply methodology for creating an equity portfolio that maximizes returns and minimizes risks. It covers every step of the process, including basic models, stock screening and ranking, fundamental and economic factor modelling, forecasting factor premiums and exposures, building market neutral portfolios, tax management, performance measurement and attribution, and backtesting. \u003cbr\u003e\u003cbr\u003eAn essential reference for professional money managers and students taking advanced investment courses, \u003ci\u003eQuantitative Equity Portfolio Management\u003c\/i\u003e offers a full array of methods for effectively developing high-performance equity portfolios that deliver lucrative returns for clients.\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003c\/p\u003e\n\n\u003cbr\u003e\u003cbr\u003eReview(s):\u003cbr\u003e\u003cbr\u003e\u003cbr\u003eEAN: 9781264268924\u003cbr\u003e\u003cbr\u003eAge Group:  \u003cbr\u003e\u003cbr\u003eNumber of Pages: 800\u003cbr\u003e\u003cbr\u003eWeight: 1070.5 gr\u003cbr\u003e\u003cbr\u003e","brand":"McGraw Hill","offers":[{"title":"Hardback","offer_id":43845998903534,"sku":"9781264268924","price":132.66,"currency_code":"AUD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0630\/9612\/7726\/files\/9781264268924.jpg?v=1740825320","url":"https:\/\/bookland.com.au\/products\/9781264268924","provider":"Book Land AU","version":"1.0","type":"link"}