Active Equity Portfolio Management

Gebonden Engels 1998 9781883249304
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

Active Equity Portfolio Management provides an overview of the philosophies, methodologies, and strategies involved in attempting to beat the market. The book covers a host of relevant topics including equity benchmarks, equity style management, tactical asset allocation, and the use of derivatives to enhance returns. The contributors include top professionals from leading Wall Street firms, as well as top academics.

Specificaties

ISBN13:9781883249304
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:336

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Inhoudsopgave

Contributing Authors.
<br />
<br /> 1. Investment Management: An Architecture for the Equity Market (B. Jacobs and K. Levy).
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<br /> 2. Investment Analysis: Profiting from a Complex Equity Market (B. Jacobs and K. Levy).
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<br /> 3. The Active versus Passive Debate: Perspectives of an Active Quant (R. Jones).
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<br /> 4. Overview of Equity Style Management (F. Fabozzi).
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<br /> 5. Factor–Based Approach to Equity Portfolio Management (F. Fabozzi).
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<br /> 6. Normal Portfolios: Construction of Customized Benchmarks (J. Christopherson).
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<br /> 7. Quantitative Tools for Equity Style Management (D. Leinweber, et al.).
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<br /> 8. Managing the Small Cap Cycle (E. Sorensen, et al.).
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<br /> 9. Implications of Style in Foreign–Stock Investing (P. Bagnoli).
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<br /> 10. Implementable Quantitative Research and Investment Strategies (C. Ma and J. Mallett).
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<br /> 11. Implementing Investment Strategies: The Art and Science of Investing (W. Wagner and M. Edwards).
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<br /> 12. A New Technique for Tactical Asset Allocation (E. Sorensen, et al.).
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<br /> 13. The Use of Derivative in Managing Equity Portfolios (R. Clarke, et al.).
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<br /> 14. New Applications of Exchange–Traded Equity Derivatives in Portfolio Management (G. Gastineau).
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<br /> 15. The Use of OTC Derivatives in Equity Investment Strategies (B. Collins).
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<br /> 16. Constructing a Multi–Manager U.S. Equity Portfolio (R. Ploder).
<br />
<br /> Index.

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