A comprehensive look at the tools and techniques used in quantitative equity managementSome books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios.Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm address 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. They also provide ample illustrations and thorough discussions of implementation issues facing those in the investment management business and include the necessary background material in probability, statistics, and econometrics to make the book self-contained.Written by a solid author team who has extensive financial experience in this areaPresents state-of-the art quantitative strategies for managing equity portfoliosFocuses on the implementation of quantitative equity asset managementOutlines effective analysis, optimization methods, and risk modelsIn today's financial environment, you have to have the skills to analyze, optimize and manage the risk of your quantitative equity investments. This guide offers you the best information available to achieve this goal.

全面审视量化股票管理中使用的工具和技术有些书试图扩展投资组合理论，但今天真正的问题涉及到Harry Markowitz和其他跟随者介绍的理论的实际实施。本书的目的是通过介绍管理股票投资组合的最新定量技术和策略来缩小实施差距。在这几页中，Frank Fabozzi、Sergio Focardi和Petter Kolm阐述了本学科的基本要素，包括金融模型构建、金融工程、，静态和动态因素模型，资产配置，投资组合模型，交易成本，交易策略，等等。它们还对投资管理业务中面临的实施问题提供了充分的说明和深入的讨论，并包括概率、统计、，和计量经济学使这本书自给自足。由一个坚实的作者团队谁在这方面有丰富的财务经验，提出了最先进的量化战略管理股票投资组合的重点是实施量化股票资产管理概述有效的分析，优化方法，风险模型在当今的金融环境中，你必须具备分析、优化和管理量化股票投资风险的技能。本指南为您提供了实现此目标所需的最佳信息。