Items related to Challenges in Quantitative Equity Management
Synopsis
Quantitative equity management has mushroomed recently and now represents a respectable fraction of equity asset management. But since mid-2007, it has been facing its first widespread crisis with many quantitative managers underperforming all at once and by large margins. Using a survey plus conversation method, the authors of this lively and comprehensive book probe the minds of quants who are actively using factor models and security-level optimization to manage stock portfolios. The authors report their findings about how quants define quantitative equity management, run a quant business, and implement their processes (in particular, build their models). Then, the authors turn to why the performance of quant funds fell apart in the summer of 2007 and what the new challenges are.
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About the Author
Frank J. Fabozzi, CFA, is professor in the practice of finance and Becton Fellow in the School of Management at Yale University and editor of the Journal of Portfolio Management. Prior to joining the Yale faculty, Professor Fabozzi was a visiting professor of finance in the Sloan School of Management at Massachusetts Institute of Technology. He is a fellow of the International Center for Finance at Yale University, is on the advisory council for the Department of Operations Research and Financial Engineering at Princeton University, and is an affiliated professor at the Institute of Statistics, Econometrics and Mathematical Finance at the University of Karlsruhe in Germany. Professor Fabozzi has authored and edited numerous books about finance. In 2002, he was inducted into the Fixed Income Analysts Society s Hall of Fame, and he is the recipient of the 2007 C. Stewart Sheppard Award from CFA Institute. Professor Fabozzi holds a doctorate in economics from the City University of New York.
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Challenges in Quantitative Equity Management
Published by
Research Foundation of CFA Institute, Charlottesville, Virginia, 2008
ISBN 10: 1934667218
ISBN 13: 9781934667217
Used
Paperback
First Edition
Seller: About Books, Henderson, NV, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Fine condition. NOT a library discard (illustrator). 1st ed? (No additional printings listed. Charlottesville, Virginia: Research Foundation of CFA Institute, 2008. We have only this one copy, but it is available now and ready to ship today from Henderson, Nevada. Fine condition. Bright and shiny. NO chips, tears, creases or fading. Square and tight. Sharp corners. NO owner's name or bookplate. Pages are fresh, crisp. clean and unmarked - apparently seldom, if ever read. NO underlining. NO highlighting. NO margin notes. Bound in the original blue and yellow wraps. From the publisher: "Quantitative equity management has mushroomed recently and now represents a respectable fraction of equity asset management. But since mid-2007, it has been facing its first widespread crisis with many quantitative managers underperforming all at once and by large margins. Using a survey plus conversation method, the authors of this lively and comprehensive book probe the minds of quants who are actively using factor models and security-level optimization to manage stock portfolios. The authors report their findings about how quants define quantitative equity management, run a quant business, and implement their processes (in particular, build their models). Then, the authors turn to why the performance of quant funds fell apart in the summer of 2007 and what the new challenges are.". 1st ed? (No additional printings listed. Softcover. Fine condition/No dust jackets, as issued. Illus. by NOT a library discard. 110 pages. Great Packaging, Fast Shipping. Seller Inventory # 032405