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Image of Challenges in Quantitative Equity Management

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Challenges in Quantitative Equity Management

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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Detail Information
Series Title
-
Call Number
300 Fra
Publisher
Hoboken, NJ : .,
Collation
110[120] Pages
Language
English
ISBN/ISSN
1934667218, 9781934667217
Classification
300
Content Type
-
Media Type
-
Carrier Type
-
Edition
-
Subject(s)
-
Specific Detail Info
-
Statement of Responsibility
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