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Course description quantitative equity portfolio management. Dec 18, 2012 below i have listed down the 4 best books on portfolio management. The module quantitative portfolio management covers the financial aspects of portfolio management and the mathematical aspects of portfolio construction. Associate professor of finance, university of san francisco. An active approach to portfolio construction and management mcgrawhill library of investment an this is a soft file book.
Any views expressed herein are those of the authors, are based on available information, and are subject to change without notice. Quantitative methods in portfolio management2 utility theorymathematisches institut, lmu munc hen 2 utility theory use utility function to formalise investors preferences to arrive at optimal portfolio base. Mesale 8 professional practices the text quantitative equity portfolio management by. Baracat, dan debartolomeo, mark carhart, wolfgang chincarini, matt dixon. Praise for quantitative equity portfolio management a musthave 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. The building blocks of the course are portfolio theory and factor models, active firmlevel and portfoliolevel quantitative. Quantitative equity strategies wellington management. The text quantitative equity portfolio management by ludwig chincarini and daehwan kim. Praise for quantitative equity portfolio management a musthave reference for any equity portfolio manager or mba student, this book is a comprehensive guide to all aspects of equity portfolio. Uses and misuses of the blacklitterman model in portfolio. An active approach to portfolio is a wonderful book. Aug 16, 2006 quantitative equity portfolio management is a comprehensive guide to the entire process of constructing and managing a highyield 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.
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