Quantitative Investment Analysis

Praise for Quantitative Investment Analysis, Second Edition "Quantitative Investment Analysis is an essential book for any serious investor in today's financial markets. Cogently written, the authors cover a robust array of quantitative methods in a straightforward and digestible style. This book should be on everyone's short list of necessary reading and reference." -- Gary P. Brinson, CFA, President, GP Brinson Investments "This second Edition of Quantitative Investment Analysis provides a strong foundation for investment practitioners seeking benefit from the rigor and discipline of quantitative tools and analysis. An abundance of examples enhances the value of this essential text for non-classroom pedagogy." -- Brian Singer, CFA, UBS Global Asset Management "Quantitative Investment Analysis gets to the heart of the matter.Crisp, well-written, and technically thorough, this book provides an excellent foundation for understanding the statistics and economics of portfolio management and asset pricing.It also provides a thorough review of the major asset pricing models widely used today." -- David Blackwell, Head and RepublicBank/James W. Aston Professor of Finance, Mays Business School, Texas A&M UniversityMcLeavey, Dennis W. is the author of 'Quantitative Investment Analysis', published 2007 under ISBN 9780470052204 and ISBN 0470052201.