Equity Management: The Art and Science of Modern Quantitative Investing, Second Edition
暫譯: 股權管理：現代量化投資的藝術與科學（第二版）
Jacobs, Bruce I., Levy, Kenneth N.
- 出版商: McGraw-Hill Education
- 出版日期: 2016-12-12
- 售價: $3,600
- 貴賓價: 9.5 折 $3,420
- 語言: 英文
- 頁數: 896
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 1259835243
- ISBN-13: 9781259835247
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相關分類:
Fintech
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相關主題
商品描述
The classic guide to quantitative investing-expanded and updated for today's increasingly complex markets
From Bruce Jacobs and Ken Levy-two pioneers of quantitative equity management-the go-to guide to stock selection has been substantially updated to help you build portfolios in today's transformed investing landscape.
A powerful combination of in-depth research and expert insights gained from decades of experience, Equity Management, Second Edition includes 24 new peer-reviewed articles that help leveraged long-short investors and leverage-averse investors navigate today's complex and unpredictable markets.
Retaining all the content that made an instant classic of the first edition-including the authors' innovative approach to disentangling the many factors that influence stock returns, unifying the investment process, and integrating long and short portfolio positions-this new edition addresses critical issues. Among them--
- What's the best leverage level for long-short and leveraged long-only portfolios?
- Which behavioral characteristics explain the recent financial meltdown and previous crises?
- What is smart beta-and why should you think twice about using it?
- How do option-pricing theory and arbitrage strategies lead to market instability?
- Why are factor-based strategies on the rise?
Equity Management provides the most comprehensive treatment of the subject to date. More than a mere compilation of articles, this collection provides a carefully structured view of modern quantitative investing. You'll come away with levels of insight and understanding that will give you an edge in increasingly complex and unpredictable markets.
Well-established as two of today's most innovative thinkers, Jacobs and Levy take you to the next level of investing. Read Equity Management and design the perfect portfolio for your investing goals.
商品描述(中文翻譯)
《量化投資的經典指南——擴展並更新以應對當今日益複雜的市場》
來自量化股票管理的兩位先驅布魯斯·雅各布斯（Bruce Jacobs）和肯·萊維（Ken Levy）的股票選擇指南已經大幅更新，以幫助您在當今轉變的投資環境中建立投資組合。
《股票管理（第二版）》結合了深入的研究和來自數十年經驗的專家見解，包含24篇新的同行評審文章，幫助使用槓桿的多空投資者和對槓桿持保留態度的投資者在當今複雜且不可預測的市場中導航。
保留了第一版使其成為經典的所有內容，包括作者對於「解開」影響股票回報的多種因素的創新方法、「統一」投資過程，以及「整合」多頭和空頭投資組合頭寸的方式，這一新版針對關鍵問題進行了探討。其中包括：
- 對於多空和槓桿多頭投資組合，最佳的槓桿水平是什麼？
- 哪些行為特徵解釋了最近的金融崩潰和以往的危機？
- 什麼是智能貝塔（smart beta）——為什麼您應該三思而後行？
- 期權定價理論和套利策略如何導致市場不穩定？
- 為什麼基於因子的策略正在上升？
《股票管理》提供了迄今為止對該主題最全面的處理。這不僅僅是文章的彙編，而是對現代量化投資的精心結構化的觀點。您將獲得洞察和理解的層次，讓您在日益複雜和不可預測的市場中獲得優勢。
雅各布斯和萊維作為當今最具創新思維的兩位思想家，將帶您進入投資的下一個層次。閱讀《股票管理》，為您的投資目標設計完美的投資組合。
作者簡介
Bruce Jacobs holds a Ph.D. in finance from the Wharton School of the University of Pennsylvania. He is the author of Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes (1999), and serves on the Journal of Portfolio Management Advisory Board and has served on the Financial Analysts Journal Advisory Council.
Ken Levy holds an M.B.A. and M.A. in business economics from the Wharton School of the University of Pennsylvania. He is co-editor, with Bruce Jacobs, of Market Neutral Strategies. A Chartered Financial Analyst, he has served as the CFA Institute's candidate curriculum committee.
Bruce I. Jacobs and Kenneth N. Levy are cofounders and cochief investment officers of Jacobs Levy Equity Management, which manages $8 billion for a prestigious global roster of corporate defined benefit and defined contribution plans, public retirement systems, subadvised funds, and endowments/foundations.
作者簡介(中文翻譯)
布魯斯·雅各布斯擁有賓夕法尼亞大學沃頓商學院的金融博士學位。他是《資本理念與市場現實：選擇權複製、投資者行為與股市崩盤》（1999）的作者，並擔任《投資組合管理期刊》顧問委員會成員，曾任《金融分析師期刊》顧問委員會成員。
肯·利維擁有賓夕法尼亞大學沃頓商學院的工商管理碩士學位及商業經濟學碩士學位。他與布魯斯·雅各布斯共同編輯了《市場中立策略》。作為特許金融分析師，他曾擔任CFA協會的候選人課程委員會成員。
布魯斯·I·雅各布斯和肯尼斯·N·利維是雅各布斯·利維股權管理公司的共同創辦人及共同首席投資官，該公司為一系列知名的全球企業定義福利和定義供款計劃、公共退休系統、子顧問基金以及捐贈基金/基金會管理80億美元的資產。
