Quantitative Equity Portfolio Management
Modern Techniques and Applications
Edición de la obra Quantitative equity portfolio management
| Autor | Edward E. Qian, Ronald H. Hua, Eric H. Sorensen |
|---|---|
| Editorial | Taylor & Francis Group |
| Fecha de publicación | 2007 |
| Idioma | inglés |
| Páginas | 464 |
| ISBN-13 | 9780429144219 |
| Número de Cutter | Q1 |
'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.