RICHARD A. DFUSCO, CFA, is a Professor of Finance at the University of Nebraska-Lincoln. He earned his CFA charter in 1999 and started CFA grading in 2000.
DENNIS W. MLEAVEY, CFA, is Faculty Advisor to the Ram Fund and Professor Emeritus of Finance and OR/MS at the University of Rhode Island. He obtained his CFA charter in 1990 and began CFA grading in 1995.
JERALD E. PINTO, PD, CFA, has been at CFA Institute since 2002 as Visiting Scholar, Vice President, and now Director, Curriculum Projects in the Credentialing Division for the CFA and CIPM Programs.
DAVID E. RUNKLE, CFA, is Director of Quantitative Research for Trilogy Global Advisors, LP. He joined Trilogy in 2007 from Piper Jaffray, where he was an Investment Research Manager.
Your up-to-date guide to quantitative analysis in the investment industry
"Quantitative Investment Analysis provides all of the essential tools to understand the quantitative aspects of investing. In a world in which technology and quantitative techniques increasingly are canvassing all aspects of business and business analysis, the foundations of quantitative analysis have never been more important to the investment game, and will only become more important in the years to come. All investors can benefit from a thorough understanding of the use of quantitative methods."
Ted Seides, CFA, Co-Chief Investment Officer & President, Protégé Partners
"When it comes to finance, building a foundation is mission critical. Quantitative Investment Analysis successfully facilitates this mission providing a first-class education on the critical skills and concepts required to be a successful investment practitioner. Highly recommended."
Wesley R. Gray, PhD, CEO/CIO of Alpha Architect, and author of Quantitative Value and DIY Financial Advisor
"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, Dean, Gatton College of Business and Economics, University of Kentucky
From the Back Cover
Whether you are a novice investor or an experienced practitioner, Quantitative Investment Analysis, Third Edition has something for you. Part of the CFA Institute Investment Series, this authoritative guide is relevant the world over and will facilitate your mastery of quantitative methods and their application in today's investment process.
This updated edition brings back the distinguished team of Richard DeFusco, Dennis McLeavey, Jerald Pinto, and David Runkle, who provide all the statistical tools and latest information you need to be a confident and knowledgeable investor. The authors go to great lengths to ensure the even treatment of subject matter, consistency of mathematical notation, and continuity of topic coverage that is critical to the learning process. Well suited for motivated individuals who learn on their own as well as general reference, this complete resource delivers clear, example-driven coverage of a wide range of quantitative methods. Inside you'll find:
- Learning outcome statements (LOS) specifying the objective of each chapter
- A diverse variety of investment-oriented examples both aligned with the LOS and reflecting the realities of today's investment world
- A wealth of practice problems, charts, tables, and graphs to clarify and reinforce the concepts and tools of financial calculus
Sharpen your skills by furthering your hands-on experience in the Quantitative Investment Analysis Workbook, Third Edition an essential guide containing learning outcomes and summary overview sections, along with challenging problems and solutions.
Get the potent mix of best practices and solid theory you need to reach your investing goals with Quantitative Investment Analysis, Third Edition.
About the Author
RICHARD A. DEFUSCO, CFA, is a Professor of Finance at the University of Nebraska-Lincoln. He earned his CFA charter in 1999 and started CFA grading in 2000.
DENNIS W. MCLEAVEY, CFA, is Faculty Advisor to the Ram Fund and Professor Emeritus of Finance and OR/MS at the University of Rhode Island. He obtained his CFA charter in 1990 and began CFA grading in 1995.
JERALD E. PINTO, PHD, CFA, has been at CFA Institute since 2002 as Visiting Scholar, Vice President, and now Director, Curriculum Projects in the Credentialing Division for the CFA and CIPM Programs.
DAVID E. RUNKLE, CFA, is Director of Quantitative Research for Trilogy Global Advisors, LP. He joined Trilogy in 2007 from Piper Jaffray, where he was an Investment Research Manager.
