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This Hardcover Book item from McGraw-Hill was reviewed on 6-Oct-2008.
Search ISBN:0071459391 offer from Abebooks or used books from Alibris. Quantitative Equity Portfolio Management (McGraw-Hill Library of Investment and Finance) Reference Book. Classifications : General AAS Economics Business & Finance New & Used Textbooks Custom Stores Specialty Stores Books Finance Business & Finance New & Used Textbooks Custom Stores Specialty Stores Books Investments & Se . Click the following link to view the cover of Quantitative Equity Portfolio Management (McGraw-Hill Library of Investment and Finance). Related topics: General AAS. Economics. Business & Finance. Custom Stores. Specialty Stores. Books. Finance. Business & Finance. Custom Stores. Specialty Stores. requestid: 2ed410a6-cdd6-4a4a-b837-c91c606890b4
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1) Hardcover Book Quantitative Equity Portfolio Management (McGraw-Hill Library of Investment and Finance) by McGraw-Hill. This book goes into a lot of details of Factor models that I have not seen other books do. Even though a lot of the arguments could be found in other places and internet, but the value lies in actually have a book collect and cover such a wide range of ideas (well, within Factor model anyway) in one book. So a great value.
Really, factor model is not difficult to create, it is difficult to be useful. A lot of the related ideas and the tested to be wrong experiences are extremely valuable to practitioners. So I would recommand this to anyone who actually want to create or use factor models.
For the casual readers or who do not work on factor models, there are other books that can summarize the key ideas in a more concise and elegant way. The truth is, the real world is just not elegant or pretty at all, at least not most of the time. So we do have to live with the somewhat "ugly" details in the real Quant world. I guess that is one reason some reader could be bored to death by this book.
Also there maybe readers who think the math is too easy (MBA level). Well, if you can explain it in plain language, please spare the more advanced (and complex) math. So that actually serves to its purpose well.¤ 2) Hardcover Book Quantitative Equity Portfolio Management (McGraw-Hill Library of Investment and Finance) by McGraw-Hill. This book is poorly written and difficult to follow. A much better, and more up-to-date, book is "Quantitative Equity Portfolio Management: Modern Techniques and Applications" published in 2007. That new book goes well on its own or with the Grinold/Kahn classic.¤ 3) Hardcover Book Quantitative Equity Portfolio Management (McGraw-Hill Library of Investment and Finance) by McGraw-Hill. I purchased this book to focus on two broad areas: portfolio construction and backtesting. I was not disappointed--both sections were excellently presented. Written in clear, precise prose (no theory obfuscation) and then illustrated with rigorous formulas and copious examples. I found the treatment of factors especially well done from identifying their suitablity to their use in screening and modeling. The book is well organized; individual chapters can be read on a stand alone basis or a group of chapters taken together for a more comprehensive view. It´s a volume that´s exceptionally well suited for individuals with a solid grasp of fundamental analysis and a strong command of basic statistics.
¤ 4) Hardcover Book Quantitative Equity Portfolio Management (McGraw-Hill Library of Investment and Finance) by McGraw-Hill. Fantastic Book - My suggestion for the next edition is to include a real world examples in both the text and the CD-ROM and the authors will have contributed the best book for the industry that is easy to read, accessible, and rigorous enough without too much "long haired theory."¤ 5) Hardcover Book Quantitative Equity Portfolio Management (McGraw-Hill Library of Investment and Finance) by McGraw-Hill. First, I would say this book would be much better if it is reduced to 300 pages. Much of the materials such as the long long history desribed are useless.
Second, it is restricted by the author´s own experiences which is actually not that complete.
Overall, it is a book for some one totally not familiar with this field.¤ 6) Hardcover Book Quantitative Equity Portfolio Management (McGraw-Hill Library of Investment and Finance) by McGraw-Hill. Praise for Quantitative Equity Portfolio Management “A must-have reference for any equity portfolio manager or MBA student, this book is a comprehensive guide to all aspects of equity portfolio management, from factor models to tax management.” ERIC ROSENFELD, Principal & Co-founder of JWM Partners “This is an ambitious book that both develops the broad range of artillery employed in quantitative equity investment management and provides the reader with a host of relevant practical examples. The book excels in melding theory with practice.” STEPHEN A. ROSS, Franco Modigliani Professor of Financial Economics, Massachusetts Institute of Technology “The book is very comprehensive in its coverage, detailed in its discussions and written from a practical perspective without sacrificing needed rigor.” DAVID BLITZER, Managing Director and Chairman, Standard & Poor´s Index Committee “Making the transition from the walls of academia to Wall Street has traditionally been a difficult task…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.” MARK HOLOWESKO, CEO and Founder, Templeton Capital Advisors “This text provides an excellent synthesis of a broad range of quantitative portfolio management methods…In addition, there are a number of insightful innovations that extend and improve current techniques.” DAN DIBARTOLOMEO, President and Founder, Northfield Information Services, Inc. Capitalize on Today´s Most Powerful Quantitative Methods to Construct and Manage a High-Performance Equity Portfolio Quantitative Equity Portfolio Management is a comprehensive guide to the entire process of constructing and managing a high-yield quantitative equity portfolio. 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…to fundamental factor models, economic factor models, and forecasting factor premiums and exposures. Readers will also find step-by-step coverage of portfolio weights… rebalancing and transaction costs…tax management…leverage…market neutral…Bayesian _…performance measurement and attribution…the back testing process…and portfolio performance. 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.D., CFA, is a professor of finance at Georgetown University as well as a financial consultant to institutional investors. Previously, he was director of research at Rydex Global Advisors, the index mutual fund company. Prior to that, Dr. Chincarini was director of research at FOLIOfn, a brokerage firm that pioneered basket trading. He also worked at the Bank for International Settlements and holds a Ph.D. in economics from the Massachusetts Institute of Technology. Daehwan Kim, Ph.D., is a professor of economics at the American University in Bulgaria. Previously, he was employed as a financial economist for FOLIOfn. Dr. Kim also worked as a financial journalist, writing regular columns on financial markets for business media in Asia. He also holds a Ph.D. in economics from Harvard University. ¤Page Updated: Robert N. Goolsby, 3-Nov-2008, 00714593919780071459396, 260-910-770-040-151-801-8 
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