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Active Portfolio Management: A Quantitative Approach for Producing Superior Retu
US $100.48
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Located in: Hillsboro, Oregon, United States
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Item specifics
- Condition
- ISBN
- 9780070248823
- Subject Area
- Business & Economics
- Publication Name
- Active Portfolio Management: a Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk
- Item Length
- 9.3 in
- Publisher
- Mcgraw-Hill Education
- Subject
- Investments & Securities / Portfolio Management
- Series
- Mcgraw-Hill Library of Investment and Finance Ser.
- Publication Year
- 1999
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 1.5 in
- Features
- Revised
- Item Width
- 6.4 in
- Item Weight
- 35 Oz
- Number of Pages
- 624 Pages
About this product
Product Information
"This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help investment professionals." -William E. Jacques, Partner and Chief Investment Officer, Martingale Asset Management. " Active Portfolio Management offers investors an opportunity to better understand the balance between manager skill and portfolio risk. Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and Kahn." -Scott Stewart, Portfolio Manager, Fidelity Select Equity ® Discipline Co-Manager, Fidelity Freedom ® Funds. "This Second edition will not remain on the shelf, but will be continually referenced by both novice and expert. There is a substantial expansion in both depth and breadth on the original. It clearly and concisely explains all aspects of the foundations and the latest thinking in active portfolio management." -Eric N. Remole, Managing Director, Head of Global Structured Equity, Credit Suisse Asset Management. Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in 1994. By outlining an innovative process to uncover raw signals of asset returns, develop them into refined forecasts, then use those forecasts to construct portfolios of exceptional return and minimal risk, i.e., portfolios that consistently beat the market, this hallmark book helped thousands of investment managers. Active Portfolio Management, Second Edition , now sets the bar even higher. Like its predecessor, this volume details how to apply economics, econometrics, and operations research to solving practical investment problems, and uncovering superior profit opportunities. It outlines an active management framework that begins with a benchmark portfolio, then defines exceptional returns as they relate to that benchmark. Beyond the comprehensive treatment of the active management process covered previously, this new edition expands to cover asset allocation, long/short investing, information horizons, and other topics relevant today. It revisits a number of discussions from the first edition, shedding new light on some of today's most pressing issues, including risk, dispersion, market impact, and performance analysis, while providing empirical evidence where appropriate. The result is an updated, comprehensive set of strategic concepts and rules of thumb for guiding the process of-and increasing the profits from-active investment management.
Product Identifiers
Publisher
Mcgraw-Hill Education
ISBN-10
0070248826
ISBN-13
9780070248823
eBay Product ID (ePID)
800470
Product Key Features
Publication Name
Active Portfolio Management: a Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk
Format
Hardcover
Language
English
Features
Revised
Subject
Investments & Securities / Portfolio Management
Series
Mcgraw-Hill Library of Investment and Finance Ser.
Publication Year
1999
Type
Textbook
Subject Area
Business & Economics
Number of Pages
624 Pages
Dimensions
Item Length
9.3 in
Item Height
1.5 in
Item Width
6.4 in
Item Weight
35 Oz
Additional Product Features
Edition Number
2
LCCN
99-021967
Intended Audience
Scholarly & Professional
Lc Classification Number
Hg4529.5.G75 2000
Edition Description
Revised Edition
Table of Content
Introduction. Part I: Foundations. Consensus Expected Returns: The Capital Asset Pricing Model. Risk. Exceptional Return, Benchmarks, and Value Added. Residual Risk and Return: The Information Ratio. The Fundamental Law of Active Management. Part II: Expected Returns and Valuation. Expected Returns and the Arbitrage Pricing Theory. Valuation in Theory. Valuation in Practice. Part III: Information Processing. Forecasting Basics. Advanced Forecasting. Information Analysis. The Information Horizon. Part IV: Implementation. Portfolio Construction. Long/Short Investing. Transaction Costs, Turnover, and Trading. Performance Analysis. Asset Allocation. Benchmark Timing. The Historical Record for Active Management. Open Questions. Summary. Appendice A: Standard Notation. B: Glossary. C: Return and Statistics Basics.
Copyright Date
2000
Illustrated
Yes
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:386988131230
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