Equity Valuation and Portfolio Management


Equity Valuation and Portfolio Management discusses state-of-the-art methods for implementing equity valuation models, trading models, and portfolio management strategies. With key points and questions found at the end of each chapter, you’ll quickly discover how well you know each topic covered before moving on to the next one. Written to reflect the challenges you'll most likely face in today's dynamic market environment, Equity Valuation and Portfolio Management contains insights on the most essential aspects of this discipline as well as the tools you'll need to make more informed financial decisions.

You'll become familiar with:

  • The fundamentals of quantitative equity investing and the most common techniques used by quantitative equity managers
  • Relative valuation methods for equity analysis
  • A framework for equity portfolio management that includes an outline of the relationships between stocks and investment approaches as well as the potential rewards and risks
  • How to build and test factor-based models that can be used as the basis for trading strategies
  • The use of equity risk factor models in various applications, namely the analysis of portfolio risk, portfolio construction, scenario analysis, and performance attribution
  • Quantitative formulations of portfolio allocation problems used in equity portfolio management