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Active portfolio management: a quantitative approach for providing superior returns and controlling risk /


Book Informaton

Active portfolio management: a quantitative approach for providing superior returns and controlling risk /

Author

Grinold, Richard C.; Kahn, Ronald N.

Edition

2nd ed.

Year of Publication

[2000], ©2000.

Publisher

McGraw-Hill,

City of Publication

New York

Pages

617

Language

en

ISBN

0070248826

ARI Id

1675354887740


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Showing 1 to 5 of 5 entries
Chapters/HeadingsAuthor(s)PagesInfo
Ch. 1. Introduction
Pt. 1. Foundations. Ch. 2. Consensus Expected Returns: The Capital Asset Pricing Model. Ch. 3. Risk. Ch. 4. Exceptional Return, Benchmarks, and Value Added. Ch. 5. Residual Risk and Return: The Information Ratio. Ch. 6. The Fundamental Law of Active Management
Pt. 2. Expected Returns and Valuation. Ch. 7. Expected Returns and the Arbitrage Pricing Theory. Ch. 8. Valuation in Theory. Ch. 9. Valuation in Practice
Pt. 3. Information Processing. Ch. 10. Forecasting Basics. Ch. 11. Advanced Forecasting. Ch. 12. Information Analysis. Ch. 13. The Information Horizon
Pt. 4. Implementation. Ch. 14. Portfolio Construction. Ch. 15. Long/Short Investing. Ch. 16. Transactions Costs, Turnover, and Trading. Ch. 17. Performance Analysis. Ch. 18. Asset Allocation. Ch. 19. Benchmark Timing. Ch. 20. The Historical Record for Active Management. Ch. 21. Open Questions. Ch. 22. Summary. App. C. Return and Statistics Basics.
Chapters/HeadingsAuthor(s)PagesInfo
Showing 1 to 5 of 5 entries