Quantitative Equity Portfolio Management
Auteur : Edward E. Qian, Ronald H. Hua, Eric H. Sorensen
Date de publication : 2007-05-11
Éditeur : CRC Press
Nombre de pages : 464
Résumé du livre
Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. While many texts are devoted to these disciplines, few deal with quantitative equity investing in a systematic and mathematical framework that is suitable for