Quantitative Equity Portfolio Management

[bigbadwolf]

Has anyone seen the book, Quantitative Equity Portfolio Management, by Qian, Hua and Sorensen? Any comments on the book?

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[alain]

I was wondering the same thing. I found this book the other day and I will probably take a look at it. We use the Grinold and Kahn heavily and this book seems like a more current/applied version. Any feedback will be great.

 

[ljp99]

I can vouch for the author - Sorensen used to head up the group I worked for. I'm sure its a good reference book.