Equity management : the art and science of modern quantitative investing
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York :
McGraw-Hill
c2017
|
| Edition: | 2nd ed |
| Subjects: |
Table of Contents:
- 1. Profiting in a Multidimensional, Dynamic World
- 2. Managing Portfolios in a Multidimensional, Dynamic World
- 3. Expanding Opportunities with Market-Neutral Long-Short Portfolios
- 4. Expanding Opportunities with Enhanced Active
- 5. Optimizing Portfolios with Short Positions
- 6. Optimizing Portfolios for Leverage-Averse Investors
- 7. Shifting Risk Can Lead to Financial Crises
- 8. Simulating Security Markets