Lien ebook : https://search-ebscohost-com.ezproxy.univ-catholille.fr/logi...

eISBN : 9780071376952

Sommaire : Contents

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.

Langue : Anglais

Edition : 2ème

Lieu d'édition : NEW YORK

Illustration(s) : Graphique(s) ; Tableau(x)

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque