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Quantitative Methods For Investment Analysis

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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-Methods-For-Investment-Analysis-82a4eda2222abdd4.md

Quantitative Methods For Investment Analysis 是资产定价、因子投资与组合管理方向的读物，围绕资产定价、因子模型、组合构建、风险预算、投资组合优化和长期投资框架展开。

适合补齐从单个策略到组合层面的思考，理解收益来源、风险分解和资产配置逻辑。

Richard A. DeFusco; Dennis W. McLeavey; Jerald E. Pinto; David E. Runkle；2004-07-01。

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