Quantitative Equity Portfolio Management
Subtitle: Modern Techniques and Applications (Chapman & Hall/Crc Financial Mathematics Series)
Edition: 1 edition
Publisher: Chapman & Hall/CRC
Published: May 11, 2007
Language: eng
Format: Hardcover
Number of pages: 464
ISBN-13: 9781584885580
Subjects: Investment & securities; Science/Mathematics; General; Mathematics; Investments & Securities - General; Mathematics / General; Finance; Probability & Statistics - General; Mathematical models; Portfolio management
Description: 'Quantitative Equity Portfolio Management' provides an analysis of quantitative investment strategies and their theoretical explanations behind market inefficiencies. It solves problems related to quantitative model building that illustrate mathematical concepts and solutions with numerical and empirical examples.