Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book
This book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in
Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies
The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels. Addressing the imbalance between research and practice, Qua
It provides the key concepts and methods to implement quantitatively-driven portfolio construction. Areas include satellite investing, estimation error heuristi