Active Equity Portfolio Management

Herausgeber: Fabozzi, Frank J

• Gebundenes Buch

Produktbeschreibung

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.

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Produktdetails

• Verlag: Wiley
• Seitenzahl: 336
• Erscheinungstermin: 15. Januar 1998
• Englisch
• Abmessung: 240mm x 161mm x 23mm
• Gewicht: 671g
• ISBN-13: 9781883249304
• ISBN-10: 1883249309
• Artikelnr.: 21973931

Autorenporträt

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.

Inhaltsangabe

Contributing Authors.
1. Investment Management: An Architecture for the Equity Market (B. Jacobs
and K. Levy).
2. Investment Analysis: Profiting from a Complex Equity Market (B. Jacobs
and K. Levy).
3. The Active versus Passive Debate: Perspectives of an Active Quant (R.
Jones).
4. Overview of Equity Style Management (F. Fabozzi).
5. Factor-Based Approach to Equity Portfolio Management (F. Fabozzi).
6. Normal Portfolios: Construction of Customized Benchmarks (J.
Christopherson).
7. Quantitative Tools for Equity Style Management (D. Leinweber, et al.).
8. Managing the Small Cap Cycle (E. Sorensen, et al.).
9. Implications of Style in Foreign-Stock Investing (P. Bagnoli).
10. Implementable Quantitative Research and Investment Strategies (C. Ma
and J. Mallett).
11. Implementing Investment Strategies: The Art and Science of Investing
(W. Wagner and M. Edwards).
12. A New Technique for Tactical Asset Allocation (E. Sorensen, et al.).
13. The Use of Derivative in Managing Equity Portfolios (R. Clarke, et
al.).
14. New Applications of Exchange-Traded Equity Derivatives in Portfolio
Management (G. Gastineau).
15. The Use of OTC Derivatives in Equity Investment Strategies (B.
Collins).
16. Constructing a Multi-Manager U.S. Equity Portfolio (R. Ploder).
Index.