Quantitative equity portfolio management : an active approach to portfolio construction and management /
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Author / Creator: | Chincarini, Ludwig B. |
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Imprint: | New York : McGraw-Hill, c2006. |
Description: | 1 online resource (xxvii, 658 p.) : ill. |
Language: | English |
Series: | [McGraw-Hill library of investment & finance] McGraw-Hill library of investment and finance. |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/8533420 |
Summary: | Quantitative Equity Portfolio Management brings the orderly structure of fundamental asset management to the often-chaotic world of active equity management. Straightforward and accessible, it provides you with nuts-and-bolts details for selecting and aggregating factors, building a risk model, and much more. |
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Item Description: | Series from jacket. |
Physical Description: | 1 online resource (xxvii, 658 p.) : ill. |
Bibliography: | Includes bibliographical references (p. 619-634) and index. |
ISBN: | 0071492380 9780071492386 |