Quantitative Equity Investing: Techniques and Strategies

by Petter N. Kolm, Frank J. Fabozzi, Sergio M. Focardi

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...

• Format: Hardcover
• Language: English
• ISBN: 0470262478
• ISBN13: 9780470262474
• Release Date: March 2010
• Publisher: Wiley
• Length: 528 Pages
• Weight: 1.90 lbs.
• Dimensions: 1.9" x 6.1" x 9.1"