![Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Construction and Management](http://monsterbookshop.co.uk/cdn/shop/files/9781264268924_e5bf62c5-05c9-4d8e-a412-a033ad739b4e.jpg?v=1719238052&width=1445)
The classic guide that taught a generation of institutional investors how to construct and manage high-yield quant portfolios-now updated for the new generation Quantitative Equity Portfolio Management delivers a complete, easy-to-apply methodology for creating an equity portfolio that maximizes returns and minimizes risks. It covers every step of the process, including basic models, stock screening and ranking, fundamental and economic factor modelling, forecasting factor premiums and exposures, building market neutral portfolios, tax management, performance measurement and attribution, and backtesting.
Quantitative Equity Portfolio Management is a comprehensive guide to the entire process of constructing and managing a high-yield quantitative equity portfolio. This detailed handbook begins with the basic principles of quantitative active management and then clearly outlines how to build an equity portfolio using those powerful concepts.
This edition of the go-to guide for quant investing has been updated with critical new data, information, and insights, including:
An essential reference for professional money managers and students taking advanced investment courses, Quantitative Equity Portfolio Management offers a full array of methods for effectively developing high-performance equity portfolios that deliver lucrative returns for clients.