Quantitative Equity Investing: Techniques and Strategies

Quantitative equity portfolio management is a fundamental building block of investment management. This hands-on guide closes the gap between theory and practice by presenting state-of-the-art quantitative techniques and strategies for managing equity portfolios.

Authors Frank Fabozzi, Sergio Focardi, and Petter Kolm—all of whom have extensive experience in this area—address the essential eleme...