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Quantitative Equity Portfolio Management

By: USA) Qian Massachusetts Boston Edward E. (PanAgora Asset Management (Author) , USA) Hua Massachusetts Boston USA PanAgora Asset Management Massachusetts Boston USA PanAgora Asset Management Massachusetts Boston Ronald H. (PanAgora Asset Management (Author) , USA) Sorensen Massachusetts Boston Eric H. (PanAgora Asset Management (Author)

3 in stock

Ksh 24,000.00

Format: Hardback or Cased Book

ISBN-13: 9781584885580

Publisher: Taylor & Francis Inc

Publication Date: May 11th, 2007

Weight: 790 grams

Dimension: 24.40 x 16.60 x 2.80 cms

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Reviews quantitative investment strategies and factors that are commonly used in practice, including value, momentum, and quality, accompanied by their academic origins. This work presents advanced techniques and applications in return forecasting models, risk management, portfolio construction, and portfolio implementation.

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