Quantitative Equity Portfolio Management
1st EditionISBN10: 0071459391
ISBN13: 9780071459396
Copyright: 2007
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ISBN10: 0071459391 | ISBN13: 9780071459396
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The estimated amount of time this product will be on the market is based on a number of factors, including faculty input to instructional design and the prior revision cycle and updates to academic research-which typically results in a revision cycle ranging from every two to four years for this product. Pricing subject to change at any time.
The estimated amount of time this product will be on the market is based on a number of factors, including faculty input to instructional design and the prior revision cycle and updates to academic research-which typically results in a revision cycle ranging from every two to four years for this product. Pricing subject to change at any time.
Program Details
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
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
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