Chincarini, CFA, PhD, is a Professor of Finance in the School of Management at the University of San Francisco as well as Director of Quantitative Strategies for United States Commodity Funds with over fifteen years of experience in the financial industry specializing in portfolio management, quantitative equity management, and derivatives. He also works with an angel group to help start-up companies. He was also on the academic council to FutureAdvisor, which was bought by Blackrock in He helped build an internet brokerage firm, FOLIOfn, designing its innovative basket trading and portfolio management platform.

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The book excels in melding theory with practice. This book provides this link in a successful and engaging fashion, giving students of finance a road map for the application of financial theories in a real-world setting.

In addition, there are a number of insightful innovations that extend and improve current techniques. 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.

Financial experts Ludwig Chincarini and Daehwan Kim provide clear explanations of topics ranging from basic models, factors and factor choice, and stock screening and ranking Readers will also find step-by-step coverage of portfolio weights Filled with proven investment strategies and tools for developing new ones, Quantitative Equity Portfolio Management features: A complete, easy-to-apply methodology for creating an equity portfolio that maximizes returns and minimizes risks The latest techniques for building optimization into a professionally managed portfolio An accompanying CD with a wide range of practical exercises and solutions using actual historical stock data An excellent melding of financial theory with real-world practice A wealth of down-to-earth financial examples and case studies Each chapter of this all-in-one portfolio management resource contains an appendix with valuable figures, tables, equations, mathematical solutions, and formulas.

In addition, the book as a whole has appendices covering a brief history of financial theory, fundamental models of stock returns, a basic review of mathematical and statistical concepts, an entertaining explanation and quantitative approach to the casino game of craps, and other on-target supplemental materials.

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. About the Authors Ludwig B. Chincarini, Ph. Previously, he was director of research at Rydex Global Advisors, the index mutual fund company.

Prior to that, Dr. He also worked at the Bank for International Settlements and holds a Ph. Daehwan Kim, Ph. Kim also worked as a financial journalist, writing regular columns on financial markets for business media in Asia.

He also holds a Ph. From the Publisher: Ludwig B. From the Back Cover:.


Quantitative Equity Portfolio Management



ISBN 13: 9780071459396


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