Study note
Quantitative Equity Portfolio Management : Modern Techniques and Applications
Properties
- Type
- Books
- Status
- 想读
- Domain
- Quant
- Category
- 资产定价、因子投资与组合管理
- Source
- book.douban.com
- Vault note
library/books/quant/Quantitative-Equity-Portfolio-Management-Modern-Techniques-and-Applications-03b7f9382d0c42fb.md
Summary
Quantitative Equity Portfolio Management : Modern Techniques and Applications 关注资产定价、因子收益、组合构建、风险分解和投资管理框架。
Highlights
适合从单策略思维过渡到组合层面，理解收益来源、相关性和风险预算。
Notes
Edward E. Qian、Ronald H. Hua、Eric H. Sorensen；2007-5-11。
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