Quantitative Equity Investing

Quantitative Equity Investing aims to close the implementation gap by presenting state-of-the-art quantitative techniques and strategies for managing equity portfolios. It addresses the essential elements of this discipline, including financial model building, financial engineering, static and dynamic factor models, asset allocation, portfolio models, transaction costs, trading strategies, and much more. Quantitative Equity Investing also provides ample illustrations and thorough discussions in the necessary background material in probability, statistics, and econometrics.