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· 제목 : Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management [With CDROM] (Hardcover) 
· 분류 : 외국도서 > 경제경영 > 투자/증권 > 일반
· ISBN : 9780071459396
· 쪽수 : 698쪽
· 분류 : 외국도서 > 경제경영 > 투자/증권 > 일반
· ISBN : 9780071459396
· 쪽수 : 698쪽
목차
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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