Books


Quantitative Equity Portfolio Management, 2nd Edition by Ludwig B Chincarini and Daehwan Kim. Quantitative Equity Portfolio Management 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.

“There are far too few good books spanning the realm of quantitative finance. Dr. Chincarini has once again addressed this important need, with this welcome new edition of his excellent book with Dr. Kim, Quantitative Equity Portfolio Management. This will serve as a valuable text in academic Financial Engineering programs, and a go-to reference for any practitioner in this field.”
ROB ARNOTT, Founder and Chairman of the Board at Research Affiliates, Inc.

 

 

The Crisis of Crowding by Ludwig B Chincarini. Covering the lessons that were ignored during LTCM’s collapse but eventually connected to the financial crisis of 2008, the book presents a series of lessons for hedge funds and financial markets, including touching upon the circle of greed from homeowners to real estate agents to politicians to Wall Street. * Guides the reader through the real story of Long-Term Capital Management with accurate descriptions, previously unpublished data, and interviews * Describes the lessons that hedge funds, as well as the market, should have learned from LTCM’s collapse * Explores how the financial crisis and LTCM are a global phenomena rooted in failures to account for risk in crowded spaces with leverage * Explains why quantitative finance is essential for every financial institution from risk management to valuation modeling to algorithmic trading * Is filled with simple quantitative analysis about the financial crisis, from the Quant Crisis of 2007 to the failure of Lehman Brothers to the Flash Crash of 2010 A unique blend of storytelling and sound quantitative analysis, The Crisis of Crowding is one of the first books to offer an analytical look at the financial crisis rather than just an account of what happened.

 

Quantitative Equity Portfolio Management, 1st Edition by Ludwig B Chincarini and Daehwan Kim. Quantitative Equity Portfolio Management 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.

“Making the transition from the walls of academia to Wall Street has traditionally been a difficult task. This book provides this link in a successful and engaging fashion, giving students of finance a road map for the application of financial theories in a real-world setting.” MARK HOLOWESKO, CEO and Founder, Templeton Capital Advisors.