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Active Equity Portfolio Management by Frank J. Fabozzi Pdf
Active Equity Portfolio Management provides an overview of the philosophies, methodologies, and strategies involved in attempting to beat the market. The book covers a host of relevant topics including equity benchmarks, equity style management, tactical asset allocation, and the use of derivatives to enhance returns. The contributors include top professionals from leading Wall Street firms, as well as top academics.
Quantitative Equity Portfolio Management by Edward E. Qian,Ronald H. Hua,Eric H. Sorensen Pdf
Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. While many texts are devoted to these disciplines, few deal with quantitative equity investing in a systematic and mathematical framework that is suitable for
Author : Ludwig B Chincarini,Daehwan Kim Publisher : McGraw Hill Professional Page : 658 pages File Size : 40,7 Mb Release : 2010-08-18 Category : Business & Economics ISBN : 0071492380
Quantitative Equity Portfolio Management by Ludwig B Chincarini,Daehwan Kim Pdf
Quantitative Equity Portfolio Management brings the orderly structure of fundamental asset management to the often-chaotic world of active equity management. Straightforward and accessible, it provides you with nuts-and-bolts details for selecting and aggregating factors, building a risk model, and much more.
Author : CFA Institute Publisher : John Wiley & Sons Page : 496 pages File Size : 44,9 Mb Release : 2020-11-11 Category : Business & Economics ISBN : 9781119789284
Portfolio Management in Practice, Volume 3 by CFA Institute Pdf
Discover the latest essential resource on equity portfolio management for students and investment professionals. Part of the CFA Institute's three-volume Portfolio Management in Practice series, Equity Portfolio Management offers a fuller treatment of active versus passive equity investment strategies. This text outlines key topics in the portfolio management process with clear, concise language to serve as an accessible guide for students and current industry professionals. Building on content in the Investment Management and Equity Valuation volumes in the CFA Institute Investment Series, Equity Portfolio Management provides an in-depth, technical examination of constructing and evaluating active equity methods. This volume explores: An overview of passive versus active equity strategies Market efficiency underpinnings of passive equity strategies Active equity strategies and developing portfolios to reflect active strategies Technical analysis as an additional consideration in executing active equity strategies To further enhance your understanding of the tools and techniques covered here, don't forget to pick up the Portfolio Management in Practice, Volume 3: Equity Portfolio Management Workbook. The workbook is the perfect companion resource containing Learning Outcomes, Summary Overview sections, and challenging practice questions that align chapter-by-chapter with the main text. Equity Portfolio Management alongside the other Portfolio Management in Practice volumesdistill the knowledge, skills, and abilities readers need to succeed in today’s fast-paced financial world.
Author : Richard C. Grinold,Ronald N. Kahn Publisher : McGraw Hill Professional Page : 596 pages File Size : 50,5 Mb Release : 1999-11-16 Category : Business & Economics ISBN : 9780071376952
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk by Richard C. Grinold,Ronald N. Kahn Pdf
"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, Martingale Asset Management. "Active Portfolio Management offers investors an opportunity to better understand the balance between manager skill and portfolio risk. Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and Kahn." -Scott Stewart, Portfolio Manager, Fidelity Select Equity ® Discipline Co-Manager, Fidelity Freedom ® Funds. "This Second edition will not remain on the shelf, but will be continually referenced by both novice and expert. There is a substantial expansion in both depth and breadth on the original. It clearly and concisely explains all aspects of the foundations and the latest thinking in active portfolio management." -Eric N. Remole, Managing Director, Head of Global Structured Equity, Credit Suisse Asset Management. Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in 1994. By outlining an innovative process to uncover raw signals of asset returns, develop them into refined forecasts, then use those forecasts to construct portfolios of exceptional return and minimal risk, i.e., portfolios that consistently beat the market, this hallmark book helped thousands of investment managers. Active Portfolio Management, Second Edition, now sets the bar even higher. Like its predecessor, this volume details how to apply economics, econometrics, and operations research to solving practical investment problems, and uncovering superior profit opportunities. It outlines an active management framework that begins with a benchmark portfolio, then defines exceptional returns as they relate to that benchmark. Beyond the comprehensive treatment of the active management process covered previously, this new edition expands to cover asset allocation, long/short investing, information horizons, and other topics relevant today. It revisits a number of discussions from the first edition, shedding new light on some of today's most pressing issues, including risk, dispersion, market impact, and performance analysis, while providing empirical evidence where appropriate. The result is an updated, comprehensive set of strategic concepts and rules of thumb for guiding the process of-and increasing the profits from-active investment management.
Author : CFA Institute Publisher : John Wiley & Sons Page : 128 pages File Size : 48,5 Mb Release : 2020-11-17 Category : Business & Economics ISBN : 9781119789291
Portfolio Management in Practice, Volume 3 by CFA Institute Pdf
The Equity Portfolio Management Workbook provides learners with real-world problems based on key concepts explored in Portfolio Management in Practice, Volume 3: Equity Portfolio Management. Part of the reputable CFA Institute Investment Series, the workbook is designed to further students’ and professionals’ hands-on experience with a variety of Learning Outcomes, Summary Overview sections, and challenging exercises and solutions. Created with modern perspective, the workbook presents the necessary tools for understanding equity portfolio management and applying it in the workplace. This essential companion resource mirrors the main text, making it easy for readers to follow. Inside, users will find information and exercises about: The difference between passive and active equity strategies Market efficiency underpinnings of passive equity strategies Active equity strategies and constructing portfolios to reflect active strategies Technical analysis as an additional consideration in executing active equity strategies While the Equity Portfolio Management volume and its companion workbook can be used in conjunction with the other volumes in the series, the pair also functions well as a standalone focus on equity investing. With each contributor bringing his own unique experiences and perspectives to the portfolio management process, the Equity Portfolio Management Workbook distills the knowledge, skills, and abilities readers need to succeed in today’s fast-paced financial world.
Author : Martin L. Leibowitz,Simon Emrich,Anthony Bova Publisher : John Wiley & Sons Page : 548 pages File Size : 42,7 Mb Release : 2009-01-09 Category : Business & Economics ISBN : 9780470398531
Modern Portfolio Management by Martin L. Leibowitz,Simon Emrich,Anthony Bova Pdf
Active 130/30 Extensions is the newest wave of disciplined investment strategies that involves asymmetric decision-making on long/short portfolio decisions, concentrated investment risk-taking in contrast to diversification, systematic portfolio risk management, and flexibility in portfolio design. This strategy is the building block for a number of 130/30 and 120/20 investment strategies offered to institutional and sophisticated high net worth individual investors who want to manage their portfolios actively and aggressively to outperform the market.
Author : Richard C. Grinold,Ronald N. Kahn Publisher : McGraw Hill Professional Page : 666 pages File Size : 49,5 Mb Release : 2019-09-13 Category : Business & Economics ISBN : 9781260453720
Advances in Active Portfolio Management: New Developments in Quantitative Investing by Richard C. Grinold,Ronald N. Kahn Pdf
From the leading authorities in their field—the newest, most effective tools for avoiding common pitfalls while maximizing profits through active portfolio management Whether you’re a portfolio manager, financial adviser, or investing novice, this important follow-up to the classic guide to active portfolio management delivers everything you need to beat the market at every turn. Advances in Active Portfolio Management gets you fully up to date on the issues, trends, and challenges in the world of active management—and shows how to apply advances in the Grinold and Kahn’s legendary approach to meet current challenges. Composed of articles published in today’s leading management publications—including several that won Journal of Portfolio Management’s prestigious Bernstein Fabozzi/Jacobs Levy Award—this comprehensive guide is filled with new insights into: • Dynamic Portfolio Management • Signal Weighting • Implementation Efficiency • Holdings-based attribution • Expected returns • Risk management • Portfolio construction • Fees Providing everything you need to master active portfolio management in today’s investing landscape, the book is organized into three sections: the fundamentals of successful active management, advancing the authors’ framework, and applying the framework in today’s investing landscape. The culmination of many decades of investing experience and research, Advances in Active Portfolio Managementmakes complex issues easy to understand and put into practice. It’s the one-stop resource you need to succeed in the world of investing today.
Author : Frank J. Fabozzi,James L. Grant Publisher : John Wiley & Sons Page : 448 pages File Size : 52,8 Mb Release : 2001-11-09 Category : Business & Economics ISBN : PSU:000044217808
Equity Portfolio Management by Frank J. Fabozzi,James L. Grant Pdf
With investors flocking to Wall Street in an attempt to beat today’s turbulent market, Fabozzi and Grant show you how to stay focused and create a solid equity portfolio in Equity Management. This comprehensive guide ties together modern portfolio theory and the current strategies employed by portfolio managers to enhance returns on equity portfolios. By focusing on several key areas, including equity management styles: passive versus active investing, traditional fundamental analysis, security analysis using value-based metrics, and much more, Equity Portfolio Management will put you on the right track to investing smarter and more profitably.
Author : CFA Institute Publisher : John Wiley & Sons Page : 1328 pages File Size : 44,5 Mb Release : 2020-11-11 Category : Business & Economics ISBN : 9781119743729
Portfolio Management in Practice, Volume 1 by CFA Institute Pdf
Portfolio Management in Practice, Volume 1: Investment Management delivers a comprehensive overview of investment management for students and industry professionals. As the first volume in the CFA Institute’s new Portfolio Management in Practice series, Investment Management offers professionals looking to enhance their skillsets and students building foundational knowledge an essential understanding of key investment management concepts. Designed to be an accessible resource for a wide range of learners, this volume explores the full portfolio management process. Inside, readers will find detailed coverage of: Forming capital market expectations Principles of the asset allocation process Determining investment strategies within each asset class Integrating considerations specific to high net worth individuals or institutions into chosen strategies And more To apply the concepts outlined in the Investment Management volume, explore the accompanying Portfolio Management in Practice, Volume 1: Investment Management Workbook. The perfect companion resource, this workbook aligns chapter-by-chapter with Investment Management for easy referencing so readers can draw connections between theoretical content and challenging practice problems. Featuring contributions from the CFA Institute’s subject matter experts, Portfolio Management in Practice, Volume 1: Investment Management distills the knowledge forward-thinking professionals will need to succeed in today’s fast-paced financial world.
Author : Martin L. Leibowitz,Simon Emrich,Anthony Bova Publisher : John Wiley & Sons Page : 504 pages File Size : 53,6 Mb Release : 2009-01-08 Category : Business & Economics ISBN : 9780470484944
Modern Portfolio Management by Martin L. Leibowitz,Simon Emrich,Anthony Bova Pdf
Active 130/30 Extensions is the newest wave of disciplined investment strategies that involves asymmetric decision-making on long/short portfolio decisions, concentrated investment risk-taking in contrast to diversification, systematic portfolio risk management, and flexibility in portfolio design. This strategy is the building block for a number of 130/30 and 120/20 investment strategies offered to institutional and sophisticated high net worth individual investors who want to manage their portfolios actively and aggressively to outperform the market.
Active Equity Management by Xinfeng Zhou,Sameer Jain Pdf
Active Equity Management provides a comprehensive understanding of technical, fundamental, and economic signals used in equities trading. It explores in detail how such signals may be created, rigorously tested and successfully implemented. Filled with practitioner insights derived from years of experience in the hedge fund industry, and supported with academic theory, Active Equity Management provides an in-depth review of basic financial concepts, examines data sources useful for equities trading, and delves into popular seasonal effects and market indicators. It also highlights best practices in model development, portfolio construction, risk management, and execution. In combining topical thinking with the latest trends, research, and quantitative frameworks, Active Equity Management will help both the novice and the veteran practitioner understand the exciting world of equities trading. Covers extensive data sources to build investing information, insight and conviction edges Examines seasonal effects, explores economic & market indicators to make better trading decisions Addresses technical and fundamental signal construction and testing Explains dynamic factor timing strategies, portfolio construction and management Reviews standard approaches for trade-level and portfolio-level performance measurement Discusses implementation, trading cost analysis and turnover management"
Author : David F. Swensen Publisher : Simon and Schuster Page : 433 pages File Size : 46,8 Mb Release : 2009-01-06 Category : Business & Economics ISBN : 9781416554035
Pioneering Portfolio Management by David F. Swensen Pdf
In the years since the now-classic Pioneering Portfolio Management was first published, the global investment landscape has changed dramatically -- but the results of David Swensen's investment strategy for the Yale University endowment have remained as impressive as ever. Year after year, Yale's portfolio has trumped the marketplace by a wide margin, and, with over $20 billion added to the endowment under his twenty-three-year tenure, Swensen has contributed more to Yale's finances than anyone ever has to any university in the country. What may have seemed like one among many success stories in the era before the Internet bubble burst emerges now as a completely unprecedented institutional investment achievement. In this fully revised and updated edition, Swensen, author of the bestselling personal finance guide Unconventional Success, describes the investment process that underpins Yale's endowment. He provides lucid and penetrating insight into the world of institutional funds management, illuminating topics ranging from asset-allocation structures to active fund management. Swensen employs an array of vivid real-world examples, many drawn from his own formidable experience, to address critical concepts such as handling risk, selecting advisors, and weathering market pitfalls. Swensen offers clear and incisive advice, especially when describing a counterintuitive path. Conventional investing too often leads to buying high and selling low. Trust is more important than flash-in-the-pan success. Expertise, fortitude, and the long view produce positive results where gimmicks and trend following do not. The original Pioneering Portfolio Management outlined a commonsense template for structuring a well-diversified equity-oriented portfolio. This new edition provides fund managers and students of the market an up-to-date guide for actively managed investment portfolios.
Managing Equity Portfolios by Michael A. Ervolini Pdf
A groundbreaking framework for improving portfolio performance that goes beyond traditional analytics, offering new ways to understand investment skills, process, and behaviors. Portfolio management is a tough business. Each day, managers face the challenges of an ever-changing and unforgiving market, where strategies and processes that worked yesterday may not work today, or tomorrow. The usual advice for improving portfolio performance—refining your strategy, staying within your style, doing better research, trading more efficiently—is important, but doesn't seem to affect outcomes sufficiently. This book, by an experienced advisor to institutional money managers, goes beyond conventional thinking to offer a new analytic framework that enables investors to improve their performance confidently, deliberately, and simply, by applying the principles of behavioral finance. W. Edwards Deming observed that you can't improve what you don't measure. Active portfolio management lacks methods for measuring key inputs to management success like skills, process, and behavioral tendencies. Michael Ervolini offers a conceptually straightforward and well-tested framework that does just that, with evidence of how it helps managers enhance self-awareness and become better investors. In a series of short, accessible chapters, Ervolini investigates a range of topics from psychology and neuroscience, describing their relevance to the challenges of portfolio management. Finally, Ervolini offers seven ideas for improving. These range from maintaining an investment diary to performing rudimentary calculations that quantify basic skills; each idea, or “project,” helps managers gain a deeper understanding of their strengths and shortcomings and how to use this knowledge to improve investment performance.
