Advances in active portfolio management : new developments in quantitative investing

Abstract

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.