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Book Categories |
| Preface | ||
| Acknowledgments | ||
| Ch. 1 | Introduction | 1 |
| Pt. 1 | Foundations | |
| Ch. 2 | Consensus Expected Returns: The Capital Asset Pricing Model | 11 |
| Ch. 3 | Risk | 41 |
| Ch. 4 | Exceptional Return, Benchmarks, and Value Added | 87 |
| Ch. 5 | Residual Risk and Return: The Information Ratio | 109 |
| Ch. 6 | The Fundamental Law of Active Management | 147 |
| Pt. 2 | Expected Returns and Valuation | |
| Ch. 7 | Expected Returns and the Arbitrage Pricing Theory | 173 |
| Ch. 8 | Valuation in Theory | 199 |
| Ch. 9 | Valuation in Practice | 225 |
| Pt. 3 | Information Processing | |
| Ch. 10 | Forecasting Basics | 261 |
| Ch. 11 | Advanced Forecasting | 295 |
| Ch. 12 | Information Analysis | 315 |
| Ch. 13 | The Information Horizon | 347 |
| Pt. 4 | Implementation | |
| Ch. 14 | Portfolio Construction | 377 |
| Ch. 15 | Long/Short Investing | 419 |
| Ch. 16 | Transactions Costs, Turnover, and Trading | 445 |
| Ch. 17 | Performance Analysis | 477 |
| Ch. 18 | Asset Allocation | 517 |
| Ch. 19 | Benchmark Timing | 541 |
| Ch. 20 | The Historical Record for Active Management | 559 |
| Ch. 21 | Open Questions | 573 |
| Ch. 22 | Summary | 577 |
| App. A: Standard Notation | 581 | |
| App. B: Glossary | 583 | |
| App. C | Return and Statistics Basics | 587 |
| Index | 591 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Lil Angel
reviewed Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk on March 02, 2013
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk
If you're an investing professional, you should already know about this book, whether you use it or not. It's a highly quantitative read that will make your undergraduate math courses valuable, literally. It may not make you rich, and it may not make the people you invest for rich, but you will at least understand why or why not after understanding the math. If you're interested in how indexes (benchmarks) are constructed for specific purposes, this is the book. If you're interested in serious measures of investment skill and performance, ditto. Do be prepared for a lot of linear algebra and calculus and probability theory, though.
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Add Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk, This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help investment professionals. -William E. Jacques, Partner and Chief Investment Officer, Mar, Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk to the inventory that you are selling on WonderClubX
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Add Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk, This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help investment professionals. -William E. Jacques, Partner and Chief Investment Officer, Mar, Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk to your collection on WonderClub |
