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bigbadwolf
05-19-2008, 11:51 AM
Has anyone seen the book, Quantitative Equity Portfolio Management (http://www.amazon.com/Quantitative-Equity-Portfolio-Management-Applications/dp/1584885580/ref=pd_bbs_sr_2?ie=UTF8&s=books&qid=1211208893&sr=1-2), by Qian, Hua and Sorensen? Any comments on the book?

alain
05-19-2008, 12:05 PM
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
05-19-2008, 02:39 PM
I can vouch for the author - Sorensen used to head up the group I worked for. I'm sure its a good reference book.