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Quantitative Equity Portfolio Management (McGraw-Hill Library of Investment and Finance)
by Ludwig B Chincarini, Daehwan Kim
from McGraw-Hill
Customer Reviews:
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Avg. Customer Rating: 4.0 / 5.0 
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excellen quant book 
This book goes into a lot of details of Factor models that I have not seen other books do. Even though a lot of the arguments could be found in other places and internet, but the value lies in actually have a book collect and cover such a wide range of ideas (well, within Factor model anyway) in one book. So a great value.
Really, factor model is not difficult to create, it is difficult to be useful. A lot of the related ideas and the tested to be wrong experiences are extremely valuable to... more info
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Poorly written 
This book is poorly written and difficult to follow. A much better, and more up-to-date, book is "Quantitative Equity Portfolio Management: Modern Techniques and Applications" published in 2007. That new book goes well on its own or with the Grinold/Kahn classic.
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Thorough and Readable
I purchased this book to focus on two broad areas: portfolio construction and backtesting. I was not disappointed--both sections were excellently presented. Written in clear, precise prose (no theory obfuscation) and then illustrated with rigorous formulas and copious examples. I found the treatment of factors especially well done from identifying their suitablity to their use in screening and modeling. The book is well organized; individual chapters can be read on a stand alone basis or a group of chapters... more info
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Fantastic - Next Edition Just Needs a Real World Examples
Fantastic Book - My suggestion for the next edition is to include a real world examples in both the text and the CD-ROM and the authors will have contributed the best book for the industry that is easy to read, accessible, and rigorous enough without too much "long haired theory."
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