ABSTRACT

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

chapter 1|20 pages

< Introduction: Beliefs, Risk, and Process

part |2 pages

Part I

chapter 2|30 pages

< Portfolio Theory

chapter 3|26 pages

< Risk Models and Risk Analysis

part |2 pages

Part II

chapter 4|30 pages

< Evaluation of Alpha Factors

chapter 5|44 pages

< Quantitative Factors

chapter 6|40 pages

< Valuation Techniques and Value Creation

chapter 7|36 pages

< Multifactor Alpha Models

part |2 pages

Part III

chapter 9|36 pages

< Advanced Alpha Modeling Techniques

chapter 10|40 pages

< Factor Timing Models