Jacobs B.L. et al. Equity Management: The Art and Science of Modern Quantitative Investing

2nd ed. — McGraw-Hill, 2016. — 896 p. — ISBN: 1259835243.The classic guide to quantitative investing―expanded and updated for today’s increasingly complex markets.
From Bruce Jacobs and Ken Levy―two pioneers of quantitative equity management― the go-to guide to stock selection has been substantially updated to help you build portfolios in today’s transformed investing landscape.
A powerful combination of in-depth research and expert insights gained from decades of experience, Equity Management, Second Edition includes 24 new peer-reviewed articles that help leveraged long-short investors and leverage-averse investors navigate today’s complex and unpredictable markets.
Retaining all the content that made an instant classic of the first edition―including the authors’ innovative approach to disentangling the many factors that influence stock returns, unifying the investment process, and integrating long and short portfolio positions―this new edition addresses critical issues