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Advances in Active Portfolio Management

New Developments in Quantitative Investing

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From leading authorities in the field, this comprehensive guide offers the latest tools for avoiding common pitfalls and maximizing profits through active portfolio management. Whether you are a portfolio manager, financial adviser, or investing novice, this follow-up to a classic text equips you to outperform the market. It covers current issues, trends, and challenges in active management while applying advancements in Grinold and Kahn's renowned approach. The book features articles from top management publications, including award-winning pieces from the Journal of Portfolio Management, providing fresh insights into dynamic portfolio management, signal weighting, implementation efficiency, holdings-based attribution, expected returns, risk management, portfolio construction, and fees. Organized into three sections—fundamentals of successful active management, advancing the authors' framework, and applying this framework in today's landscape—it distills decades of investing experience and research into accessible concepts. This essential resource simplifies complex issues, making it your go-to guide for succeeding in today's investing environment.

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Advances in Active Portfolio Management, Richard C. Grinold, Ronald N. Kahn

Taal
Jaar van publicatie
2019
Bindwijze
(Hardcover)
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Titel
Advances in Active Portfolio Management
Ondertitel
New Developments in Quantitative Investing
Taal
Engels
Jaar van publicatie
2019
Formaat
Hardcover
Aantal pagina's
656
ISBN10
1260453715
ISBN13
9781260453713
Reeks
Aantekening
From leading authorities in the field, this comprehensive guide offers the latest tools for avoiding common pitfalls and maximizing profits through active portfolio management. Whether you are a portfolio manager, financial adviser, or investing novice, this follow-up to a classic text equips you to outperform the market. It covers current issues, trends, and challenges in active management while applying advancements in Grinold and Kahn's renowned approach. The book features articles from top management publications, including award-winning pieces from the Journal of Portfolio Management, providing fresh insights into dynamic portfolio management, signal weighting, implementation efficiency, holdings-based attribution, expected returns, risk management, portfolio construction, and fees. Organized into three sections—fundamentals of successful active management, advancing the authors' framework, and applying this framework in today's landscape—it distills decades of investing experience and research into accessible concepts. This essential resource simplifies complex issues, making it your go-to guide for succeeding in today's investing environment.