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Advances in Active Portfolio Management
New Developments in Quantitative Investing
Buch von Richard C Grinold (u. a.)
Sprache: Englisch

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Beschreibung
From the leading authorities in their field-the newest, most effective tools for avoiding common pitfalls while maximizing profits through active portfolio management
Whether you're a portfolio managers, financial adviser, or student of investing, this follow-up to the authors' classic work on the subject delivers everything you need to master the concepts and practices of active portfolio management.
Advances in Active Portfolio Management brings you up to date on the issues, trends, and challenges in the world of active management and shows how advances in the authors' approach can solve current problems. It includes articles published in top management journals and brand-new material covering:
. Dynamic Analyses
. Signal Weighting
. Implementation Efficiency
. Holdings-based attribution
. Expected returns
. Risk management
. Portfolio construction
. Fees
Written in clear, engaging language, Advances in Active Portfolio Management make complex issues easy to understand and put into practice. It's the one-stop resource you need to succeed in the world of investing today.
From the leading authorities in their field-the newest, most effective tools for avoiding common pitfalls while maximizing profits through active portfolio management
Whether you're a portfolio managers, financial adviser, or student of investing, this follow-up to the authors' classic work on the subject delivers everything you need to master the concepts and practices of active portfolio management.
Advances in Active Portfolio Management brings you up to date on the issues, trends, and challenges in the world of active management and shows how advances in the authors' approach can solve current problems. It includes articles published in top management journals and brand-new material covering:
. Dynamic Analyses
. Signal Weighting
. Implementation Efficiency
. Holdings-based attribution
. Expected returns
. Risk management
. Portfolio construction
. Fees
Written in clear, engaging language, Advances in Active Portfolio Management make complex issues easy to understand and put into practice. It's the one-stop resource you need to succeed in the world of investing today.
Über den Autor
McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide
Inhaltsverzeichnis

Acknowledgments
Preface

1 Introduction: Advances in Active Portfolio Management

SECTION 1
Recap of Active Portfolio Management

2 Introduction to the Recap of
Active Portfolio Management Section

3 Seven Insights into Active Management

4 A Retrospective Look at the
Fundamental Law of Active Management

5 Breadth, Skill, and Time

SECTION 2
Advances in Active Portfolio Management
SECTION 2.1 Dynamic Portfolio Management

6 Introduction to the Dynamic Portfolio Management Section

7 Implementation Efficiency

8 Dynamic Portfolio Analysis

9 Signal Weighting

10 Linear Trading Rules for Portfolio Management

11 Nonlinear Trading Rules for Portfolio Management

SECTION 2.2 Portfolio Analysis and Attribution

12 Introduction to the Portfolio Analysis and Attribution Section

13 Attribution

14 The Description of Portfolios

SECTION 3
Applications of Active Portfolio Management
SECTION 3.1 Expected Return: The Equity Risk Premium
and Market Efficiency

15 Introduction to "A Supply Model of the Equity Premium"

16 A Supply Model of the Equity Premium

17 Introduction to "Is Beta Dead Again?"

18 Is Beta Dead Again?

19 Introduction to "Are Benchmark Portfolios Efficient?"

20 Are Benchmark Portfolios Efficient?

SECTION 3.2 Expected Return: Smart Beta

21 Introduction to the Smart Beta Section

22 Who Should Buy Smart Beta?

23 Smart Beta: The Owner's Manual

24 Smart Beta Illustrated

25 The Asset Manager's Dilemma

SECTION 3.3 Risk

26 Introduction to the Risk Section

27 Heat, Light, and Downside Risk

SECTION 3.4 Portfolio Construction

28 Introduction to the Portfolio Construction Section

29 Optimal Gearing

30 The Dangers of Diversification

31 The Surprisingly Small Impact of Asset Growth
on Expected Alpha

32 Mean-Variance and Scenario-Based Approaches
to Portfolio Selection

33 Five Myths About Fees

SECTION 4
Extras

34 Introduction to the Extras Section

35 Presentations upon Receiving the James R. Vertin Award

36 What Investors Can Learn from a Very Alternative Market

37 UCLA Master of Financial Engineering
Commencement Address

SECTION 5
Conclusion

38 Advances in Active Portfolio Management Conclusions

Index

Details
Erscheinungsjahr: 2019
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
ISBN-13: 9781260453713
ISBN-10: 1260453715
Sprache: Englisch
Einband: Gebunden
Autor: Grinold, Richard C
Kahn, Ronald N
Hersteller: McGraw Hill LLC
Maße: 236 x 156 x 58 mm
Von/Mit: Richard C Grinold (u. a.)
Erscheinungsdatum: 09.12.2019
Gewicht: 0,956 kg
Artikel-ID: 115685326
Über den Autor
McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide
Inhaltsverzeichnis

Acknowledgments
Preface

1 Introduction: Advances in Active Portfolio Management

SECTION 1
Recap of Active Portfolio Management

2 Introduction to the Recap of
Active Portfolio Management Section

3 Seven Insights into Active Management

4 A Retrospective Look at the
Fundamental Law of Active Management

5 Breadth, Skill, and Time

SECTION 2
Advances in Active Portfolio Management
SECTION 2.1 Dynamic Portfolio Management

6 Introduction to the Dynamic Portfolio Management Section

7 Implementation Efficiency

8 Dynamic Portfolio Analysis

9 Signal Weighting

10 Linear Trading Rules for Portfolio Management

11 Nonlinear Trading Rules for Portfolio Management

SECTION 2.2 Portfolio Analysis and Attribution

12 Introduction to the Portfolio Analysis and Attribution Section

13 Attribution

14 The Description of Portfolios

SECTION 3
Applications of Active Portfolio Management
SECTION 3.1 Expected Return: The Equity Risk Premium
and Market Efficiency

15 Introduction to "A Supply Model of the Equity Premium"

16 A Supply Model of the Equity Premium

17 Introduction to "Is Beta Dead Again?"

18 Is Beta Dead Again?

19 Introduction to "Are Benchmark Portfolios Efficient?"

20 Are Benchmark Portfolios Efficient?

SECTION 3.2 Expected Return: Smart Beta

21 Introduction to the Smart Beta Section

22 Who Should Buy Smart Beta?

23 Smart Beta: The Owner's Manual

24 Smart Beta Illustrated

25 The Asset Manager's Dilemma

SECTION 3.3 Risk

26 Introduction to the Risk Section

27 Heat, Light, and Downside Risk

SECTION 3.4 Portfolio Construction

28 Introduction to the Portfolio Construction Section

29 Optimal Gearing

30 The Dangers of Diversification

31 The Surprisingly Small Impact of Asset Growth
on Expected Alpha

32 Mean-Variance and Scenario-Based Approaches
to Portfolio Selection

33 Five Myths About Fees

SECTION 4
Extras

34 Introduction to the Extras Section

35 Presentations upon Receiving the James R. Vertin Award

36 What Investors Can Learn from a Very Alternative Market

37 UCLA Master of Financial Engineering
Commencement Address

SECTION 5
Conclusion

38 Advances in Active Portfolio Management Conclusions

Index

Details
Erscheinungsjahr: 2019
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
ISBN-13: 9781260453713
ISBN-10: 1260453715
Sprache: Englisch
Einband: Gebunden
Autor: Grinold, Richard C
Kahn, Ronald N
Hersteller: McGraw Hill LLC
Maße: 236 x 156 x 58 mm
Von/Mit: Richard C Grinold (u. a.)
Erscheinungsdatum: 09.12.2019
Gewicht: 0,956 kg
Artikel-ID: 115685326
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