Quantitative Equity Portfolio Management

Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management, 2nd Edition, provides methodologies for building and overseeing equity portfolios using quantitative active management principles. Published by McGraw-Hill, the book details techniques designed to maximize returns while minimizing investment risks.

The volume covers core quantitative strategies, spanning basic models, factor selection, stock screening, and asset ranking. It also examines fundamental factor models, economic factor frameworks, and approaches for forecasting factor premiums and exposures.

Every chapter includes practical problems with solutions, accompanied by online labs using real data to connect financial theory with professional portfolio practice.