Can I read Challenges in Quantitative Equity Management on EtoBox?

Challenges in Quantitative Equity Management by Frank J. Fabozzi CFA, Sergio M. Focardi, Caroline Jonas is a nonfiction available to read on EtoBox.

What is Challenges in Quantitative Equity Management about?

Quantitative equity management has mushroomed recently and now represents a respectable fraction of equity asset management. But since mid-2007, it has been facing its first widespread crisis with many quantitative managers underperforming all at once and by large margins. Using a survey plus conversation method, the authors of this lively and comprehensive book probe the minds of quants who are actively using factor models and security-level optimization to manage stock portfolios. The authors report their findings about how quants define quantitative equity management, run a quant business, and implement their processes (in particular, build their models). Then, the authors turn to why the performance of quant funds fell apart in the summer of 2007 and what the new challenges are.

Who reads Challenges in Quantitative Equity Management?

Author

Frank J. Fabozzi CFA, Sergio M. Focardi, Caroline Jonas

Publisher

Research Foundation of CFA Institute

Published

2008

Language

EN

ISBN

9781934667217

Category

nonfiction

Subjects

Finance, Business, Economics