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Active portfolio management : a quantitative approach for producing superior returns and controlling risk.
Appartenance & droits
GRINOLD Richard C. ; KAHN Ronald N.
1999
596
0-07-024882-6
134.77-GRINO
PORTFOLIO ANALYSIS ; CORPORATE FINANCE ; PROFITABILITY ; RISK ; PORTFOLIO MANAGEMENT ; FINANCIAL THEORY
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [not for loan] | |||
| 2 | [available] | |||
| 3 | Réserve – Ask a librarian [available] |
Comment :
ISBN 13 : 0-07-024883-3
Contents : 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.
Nbre volumes : 1
Language : English
Print : 2ème
Place of publishing : NEW YORK
Figure(s) : Graphique(s) ; Tableau(x)
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque