Quantitative Equity Portfolio Management

Quantitative Equity Portfolio Management

Auteur: Edward E. Qian, Ronald H. Hua, Eric H. Sorensen
Éditeur: CRC Press
Édition: 1
Année de publication: 2007
ISBN: 9780367825355

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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

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