Ludwig Chincarini: 2 books
Quantitative Equity Portfolio Management : An Active Approach to Portfolio Construction and Management
An Active Approach to Portfolio Construction and Management
Language: English
Release Date: July 27, 2006
Praise for Quantitative Equity Portfolio Management
“A must-have reference for any equity portfolio manager or MBA student, this book is a comprehensive guide to all aspects of equity portfolio management, from factor models to tax management.” ERIC ROSENFELD, Principal & Co-founder...
The Crisis of Crowding
Quant Copycats, Ugly Models, and the New Crash Normal
Language: English
Release Date: July 30, 2012
A rare analytical look at the financial crisis using simple analysis
The economic crisis that began in 2008 revealed the numerous problems in our financial system, from the way mortgage loans were produced to the way Wall Street banks leveraged themselves. Curiously enough, however, most of...