NEW QEPM Book: November 2022

Posted by on Feb 21, 2022 in Featured | Comments Off on NEW QEPM Book: November 2022 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.  When this classic guide was first published in 2006,...
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The Crisis of Crowding

Posted by on Sep 15, 2010 in Featured | Comments Off on The Crisis of Crowding BOOK REVIEWS OF THE CRISIS OF CROWDING The Crisis of Crowding is an excellent account of the financial crisis of 2008. This book has everything: an analysis of the trades, interviews with key players, and most importantly, a simple, entertaining explanation of how we got into this mess. It stretches from the LTCM crisis in 1998 to the Greek Crisis of 2012. Anyone who wants to know how our...
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Ludwig B. Chincarini

Posted by on Sep 15, 2010 in Featured | Comments Off on Ludwig B. Chincarini is a Professor of Finance in the School of Management at the University of San Francisco as well as Director of Quantitative Strategies for United States Commodity Funds with over fifteen years of experience in the financial industry specializing in portfolio management, quantitative equity management, and derivatives. He also works with an angel group to help start-up companies. Prior to that...
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Quant Equity Portfolio Management

Posted by on Sep 15, 2010 in Featured | Comments Off on Quant Equity Portfolio Management Capitalize on Today’s Most Powerful Quantitative Methods to Construct and Manage a High-Performance Equity Portfolio 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...
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