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Nederlands Buitenlands   Alles  Titel  Auteur  ISBN        
Economie en bedrijf
Beleggen
Grinold, Richard C. Active Portfolio Management
Levertijd: 5 tot 11 werkdagen


Richard C. Grinold

Active Portfolio Management

A Quantitative Approach for Producing Superior Returns and Controlling Risk

€ 101.15



Taal / Language : English

Inhoudsopgave:

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.
Extra informatie: 
Hardback
596 pagina's
Januari 1999
1000 gram
229 x 155 x 44 mm
MCGRAW HILL BOOK CO us
Levertijd: 5 tot 11 werkdagen