Quantitative Equity Portfolio Management, Second Edition: An Active Approach to Portfolio Constructi

The classic guide that taught a generation of institutional investors how to construct and manage high-yield quant portfolios-now updated for the new generation

Quantitative Equity Portfolio Management is a comprehensive guide to the entire process of constructing and managing a high-yield quantitative equity portfolio. This detailed handbook begins with the basic principles of quantitative active management and then clearly outlines how to build an equity portfolio using those powerful concepts. 

This edition of the go-to guide for quant investing has been updated with critical new data, information, and insights, including:

• All table and graph data updated to 2020
• The secret ingredients to building smart beta ETFs and mutual funds
• A new list of behavioral biases that lead to investment anomalies
• Entirely new factor definitions and test of their outperformance with real stock return data
• New labs using