Qian, Edward E.

Quantitative equity portfolio management : modern techniques and applications / Edward E. Qian, Ronald H. Hua, and Eric H. Sorensen - Boca Raton, Fla. : Chapman & Hall/CRC Press, 2020 - xvi, 444 p. : ill., charts ; 24 cm. - Chapman and Hall/CRC financial mathematics series .

'Quantitative Equity Portfolio Management' provides an analysis of quantitative investment strategies and their theoretical explanations behind market inefficiencies. It solves problems related to quantitative model building that illustrate mathematical concepts and solutions with numerical and empirical examples


Includes bibliographical references and indexes

9780367825355 : £ 1050.00 (12 vol. sat)


Portfolio management--Mathematical models

R.R. 332.6 / Q 16