English
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
ANALYSE DE PORTEFEUILLE ; FINANCE D'ENTREPRISE ; RENTABILITE ; RISQUE ; GESTION DE PORTEFEUILLE ; THEORIE FINANCIERE
| N° | Cote | Code barre | Commentaire | |
|---|---|---|---|---|
| 1 | [non empruntable] | |||
| 2 | [disponible] | |||
| 3 | Réserve – Ask a librarian [disponible] |
Commentaire :
ISBN 13 : 0-07-024883-3
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.
Nbre volumes : 1
Langue : Anglais
Edition : 2ème
Lieu d'édition : NEW YORK
Illustration(s) : Graphique(s) ; Tableau(x)
Localisation : Bibliothèque Campus de Nice
Support : Papier
Etat : Présent
Propriétaire : Bibliothèque