Handbook of Equity Portfolio Management

Portfolio construction has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances, Handbook of Equity Portfolio Management outlines key concepts and topics essential for understanding and implementing portfolio theory and practice in the investment industry today. Not devoid of the necessary mathematics, this volume tackles real and current financial engineering problems through examples using modern software tools such as R, Matlab, Octave, C++, and Fortran, CPLEX, and CUDA. Written by both a teacher and a practitioner, the book serves as an essential and easy–to–find reference for academic and hands–on managers in finance, business, and econometrics. It can also serve as a supplement for courses on the same topic at the upper–undergraduate and beginning graduate levels. An author web site with further software subroutines and additional content commentaries accompanies the book.