Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Constructi av Ludwig Chincarini, Daehwan Kim

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<b>The classic guide that taught a generation of institutional investors how to construct and manage high-yield quant portfolios¿now updated for the new generation</b><br><br><i>Quantitative Equity Portfolio Management</i> is a comprehensive guide to the entire process of constructing and managing a high-yield 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. <br><br>This edition of the go-to guide for quant investing has been updated with critical new data, information, and insights, including:<br><p></p><ul><li>All table and graph data updated to 2020</li><li>The secret ingredients to building smart beta ETFs and mutual funds</li><li>A new list of behavioral biases that lead to investment anomalies</li><li>Entirely new factor definitions and test of their outperformance with real stock return data</li><li>New labs using